SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE...

International Journal of Theoretical and Applied Finance 2009 / 05 Vol. 12; Iss. 3

SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL

KAWAI, REIICHIRO
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Volume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005294
Date:
May, 2009
File:
PDF, 277 KB
english, 2009
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