Concepedia

Stochastic Volatility With an Ornstein-Uhlenbeck Process: An Extension

Rainer Schoebel, Jianwei Zhu

SSRN Electronic Journal · 1998 · 103 citations · 1 references

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Concepts

BusinessEconomicsFinanceFinancial EconomicsQuantitative FinanceStochastic ProcessesOption PricingOption Pricing ModelsStochastic CalculusStochastic Differential EquationsStochastic VolatilityVolatility ModelingFourier Inversion FormulaOption Pricing Under Stochastic VolatilityOrnstein-uhlenbeck ModelsOrnstein-uhlenbeck ProcessesStochastic Volatility ModelsStochastic Volatility PricingStock Market Returns

References

1

Linear orders and MA + ¬wKH

Zoran Spasojević · Fundamenta Mathematicae · 1995 · 430 citations · Full text

Natural Sciences, Linguistics, Formal Methods +2