Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility
Alghalith, Moawia, Floros, Christos, Gkillas, KonstantinosТом:
8
Журнал:
Risks
DOI:
10.3390/risks8020035
Date:
April, 2020
Файл:
PDF, 743 KB
2020