On dependence of volatility on return for stochastic volatility models
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Publication:5410814
DOI10.1080/17442508.2012.673616zbMath1284.91559arXiv1009.5129OpenAlexW2011697872MaRDI QIDQ5410814
Mikhaĭl Viktorovich Martynov, Olga S. Rozanova
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5129
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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Cites Work
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