The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The dynamics of stochastic volatility: evidence from underlying and options markets |
scientific article; zbMATH DE number 1961855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamics of stochastic volatility: evidence from underlying and options markets |
scientific article; zbMATH DE number 1961855 |
Statements
The dynamics of stochastic volatility: evidence from underlying and options markets (English)
0 references
7 August 2003
0 references
continuous-time estimation
0 references
stochastic volatility
0 references
option pricing
0 references
Bayesian analysis
0 references
stock market crashes
0 references
0 references
0 references
