Pages that link to "Item:Q947188"
From MaRDI portal
The following pages link to Marginal distribution of some path-dependent stochastic volatility model (Q947188):
Displaying 4 items.
- Robustness for path-dependent volatility models (Q377786) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (Q3637881) (← links)
- Marginal distribution of Markov-switching <scp>VAR</scp> processes (Q5349185) (← links)