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~isPartOf:"International journal of theoretical and applied finance"
~person:"Agarwalla, Sobhesh Kumar"
~person:"Bianchi, Michele Leonardo"
~subject:"ARCH model"
~subject:"Stochastischer Prozess"
~subject:"volatility smile"
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Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca
;
Bianchi, Michele Leonardo
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
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