Resolution of policy uncertainty and sudden declines in volatility (Q1706492)
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scientific article; zbMATH DE number 6852116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Resolution of policy uncertainty and sudden declines in volatility |
scientific article; zbMATH DE number 6852116 |
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Resolution of policy uncertainty and sudden declines in volatility (English)
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22 March 2018
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non-affine derivative pricing models
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log volatility models
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quadratic volatility models
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downward volatility jumps
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variance swaps
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