The mean‐reverting 4/2 stochastic volatility model:...

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Applied Stochastic Models in Business and Industry 2020 / 04

The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications

Escobar‐Anel, Marcos, Gong, Zhenxian
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Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2534
Date:
April, 2020
File:
PDF, 766 KB
2020
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