Coupling index and stocks (Q2869971)
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scientific article; zbMATH DE number 6247155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling index and stocks |
scientific article; zbMATH DE number 6247155 |
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Coupling index and stocks (English)
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17 January 2014
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model calibration
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stochastic volatility
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implied volatilities
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Monte Carlo methods
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numerical simulation
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correlation modelling
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equities
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0.8558692
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0.8087417
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0.80232614
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0.79266167
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0.78684396
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