Robust Stochastic Volatility Models
The paper suggests four principles to evaluate the suitability of a Stochastic Volatility model for valuing derivative securities across various asset classes.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 27 Dec 2023
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4742141
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