THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS (Q3100748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS |
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THE STOCHASTIC VOLATILITY MODEL OF BARNDORFF-NIELSEN AND SHEPHARD IN COMMODITY MARKETS (English)
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21 November 2011
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commodity markets
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Ornstein
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Uhlenbeck process
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stochastic volatility
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Heston model
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subordinators
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