A tale of two volatilities
| Year of publication: |
2009
|
|---|---|
| Authors: | Madan, Dilip |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 12.2009, 3, p. 213-230
|
| Publisher: |
Springer |
| Subject: | Levy process | Stochastic volatility | Skewness | Time changes | Scaling |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005015364