Pages that link to "Item:Q4989150"
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The following pages link to Revisiting linear and lognormal stochastic volatility models (Q4989150):
Displaying 7 items.
- Stochastic volatility effects on correlated log-normal random variables (Q1798473) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Why are quadratic normal volatility models analytically tractable? (Q2873123) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- Recovery of volatility coefficient by linearization (Q4646787) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)