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1-5 of 5 results for local and stochastic volatility

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Research article

First published 2011-11

Some estimates in extended stochastic volatility models of Heston type

V. Bally, S. De Marco

Risk and Decision Analysis

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Research article

First published 2018-2

P.E. Lévy dit Véhel, J. Lévy Véhel

Risk and Decision Analysis

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Research article

First published 2022-6

Zouhaier Dhifaoui

South Asian Journal of Macroeconomics and Public Finance

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Research article

First published 2022-09-22

Chenye Qiu, Huixing Fang, Ning Liu

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2001-6

Edwin J Furtaw

Toxicology and Industrial Health