The Heston stochastic volatility model has a boundary trace at zero volatility
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1579-1505
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
The Heston stochastic volatility model has a boundary trace at zero volatility ; volume:117 ; number:2 ; day:6 ; month:1 ; year:2023 ; pages:1-43 ; date:4.2023
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales / A. Serie A, Matemáticas / RACSAM / Real Academia de Ciencias Exactas, Físicas y Naturales; 117, Heft 2 (6.1.2023), 1-43, 4.2023
- Urheber
-
Alziary, Bénédicte
Takáč, Peter
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
-
10.1007/s13398-022-01374-7
- URN
-
urn:nbn:de:101:1-2023031522543336825082
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:45 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Alziary, Bénédicte
- Takáč, Peter
- SpringerLink (Online service)
Ähnliche Objekte (12)
Stochastic volatility
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
Bootstrapping Non-Stationary Stochastic Volatility
Relating Stochastic Volatility Estimation Methods
Multivariate Wishart Stochastic Volatility Models
Bayesian semiparametric stochastic volatility modeling
Default Risk in Stochastic Volatility Models
A dynamic leverage stochastic volatility model
Stochastic volatility driven by large shocks
The Stochastic Volatility in Mean Model
Stochastic volatility
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
Bootstrapping Non-Stationary Stochastic Volatility
Relating Stochastic Volatility Estimation Methods
Multivariate Wishart Stochastic Volatility Models
Bayesian semiparametric stochastic volatility modeling
Default Risk in Stochastic Volatility Models
A dynamic leverage stochastic volatility model
Stochastic volatility driven by large shocks
The Stochastic Volatility in Mean Model
Stochastic volatility
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
It's all about volatility of volatility: evidence from a two-factor stochastic volatility model
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
Bootstrapping Non-Stationary Stochastic Volatility
Relating Stochastic Volatility Estimation Methods
Multivariate Wishart Stochastic Volatility Models
Bayesian semiparametric stochastic volatility modeling
Default Risk in Stochastic Volatility Models
A dynamic leverage stochastic volatility model
Stochastic volatility driven by large shocks