Pages that link to "Item:Q5410814"
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The following pages link to On dependence of volatility on return for stochastic volatility models (Q5410814):
Displaying 5 items.
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- (Q3570313) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)