On dependence of volatility on return for stochastic volatility models (Q5410814)
From MaRDI portal
scientific article; zbMATH DE number 6286609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dependence of volatility on return for stochastic volatility models |
scientific article; zbMATH DE number 6286609 |
Statements
On dependence of volatility on return for stochastic volatility models (English)
0 references
17 April 2014
0 references
stochastic volatility
0 references
Heston model
0 references
conditional expectation of stochastic variance
0 references
0 references
0 references
