Stochastic Volatility: Origins and Overview.
In this paper we review the history and recent developments of stochastic volatility, which is the main way financial economists and mathematical finance specialists model time varying volatility.
| 主要な著者: | , |
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| フォーマット: | Working paper |
| 言語: | English |
| 出版事項: |
Oxford-Man Institute of Quantitative Finance
2008
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