The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150)
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scientific article; zbMATH DE number 7886545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The mean-reverting 4/2 stochastic volatility model: properties and financial applications |
scientific article; zbMATH DE number 7886545 |
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The mean-reverting 4/2 stochastic volatility model: properties and financial applications (English)
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25 July 2024
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commodities
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mean-reverting
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method of moments
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option pricing
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stochastic volatility
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volatility indexes
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