SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (Q3637881)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL |
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SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (English)
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14 July 2009
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asset price dynamics
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density estimation
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GARCH
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Markov processes
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sensitivity analysis
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stochastic volatility
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