A Study About the Existence of the Leverage Effect in Stochastic Volatility Models
Year of publication: |
2018
|
---|---|
Authors: | Florescu, Ionut |
Other Persons: | Pasarica, Cristian (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Physica A, 388(4), Feb. 2009, 419-432 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 3, 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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