A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE (Q3648639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE |
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A STOCHASTIC VOLATILITY MODEL FOR RISK-REVERSALS IN FOREIGN EXCHANGE (English)
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27 November 2009
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stochastic volatility
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volatility surface dynamics
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foreign exchange
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risk-reversals
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continuous-time Markov chains
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