Unspanned stochastic volatility in the multifactor CIR model (Q5241564)
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scientific article; zbMATH DE number 7125068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unspanned stochastic volatility in the multifactor CIR model |
scientific article; zbMATH DE number 7125068 |
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Unspanned stochastic volatility in the multifactor CIR model (English)
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31 October 2019
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incomplete bond markets
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multifactor Cox-Ingersoll-Ross model
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unspanned stochastic volatility
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