This study examined whether the inclusion of an appropriate stochastic volatility that captures key distributional and volatility facets of stock index futures is sufficient to explain implied volatility smiles for options on these markets. I considered two variants of stochastic volatility models r
Stochastic model for market stocks with floors
β Scribed by Javier Villarroel
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 211 KB
- Volume
- 382
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
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