✦ LIBER ✦

A study about the existence of the leverage effect in stochastic volatility models

✍ Scribed by Ionuţ Florescu; Cristian Gabriel Pãsãricã

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A contribution to the systematics of sto

✍ František Slanina 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 339 KB

On the use of non-linear transformations

✍ Georgios Tsiotas 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 467 KB

Asymptotic Behavior of the Stock Price D

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 627 KB

On the short-time behavior of the implie

✍ Elisa Alòs; Jorge A. León; Josep Vives 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 449 KB

On the existence of optimal solutions in

✍ E. J. Balder 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 513 KB

On the existence of the steady state in

✍ V. T. N. Reddy 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 150 KB