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zbMath1126.91363MaRDI QIDQ3374321

Mikhail Chernov, Eric Ghysels

Publication date: 9 March 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

filtering stochastic volatility models efficient method of moments derivative securities state price densities

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

A new definition for time-dependent price mean reversion in commodity markets

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