A tale of two volatilities (Q1037571)
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scientific article; zbMATH DE number 5633538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tale of two volatilities |
scientific article; zbMATH DE number 5633538 |
Statements
A tale of two volatilities (English)
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16 November 2009
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Lévy process
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stochastic volatility
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skewness
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time changes
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scaling
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0.83018875
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0.82198656
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0.81554294
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