A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE...

International Journal of Theoretical and Applied Finance 2002 / 08 Vol. 5; Iss. 5

A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS

MASOLIVER, JAUME, PERELLÓ, JOSEP
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Volume:
5
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024902001596
Date:
August, 2002
File:
PDF, 332 KB
english, 2002
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