STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922)
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scientific article; zbMATH DE number 7620584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS |
scientific article; zbMATH DE number 7620584 |
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STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (English)
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18 November 2022
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jump risk
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model specification
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stochastic volatility
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VIX
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