Common‐factor stochastic volatility modelling with observable proxy (Q5107619)
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scientific article; zbMATH DE number 7194127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Common‐factor stochastic volatility modelling with observable proxy |
scientific article; zbMATH DE number 7194127 |
Statements
Common‐factor stochastic volatility modelling with observable proxy (English)
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28 April 2020
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common volatility factor
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multi-asset modelling
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option pricing
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stochastic volatility
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volatility proxy
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