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Options / Stochastic differential equations / Stochastic calculus / Volatility / Stochastic volatility / Gaussian process / Normal distribution / Black–Scholes / Long-range dependency / Statistics / Stochastic processes / Mathematical finance


Stochastic Volatility with Long�Range Dependence
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Document Date: 2013-01-15 17:47:44

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City

Priestly / Springer / New York / /

Company

Dow Jones / Cox / J.E. and Ross S.A. / Renault / /

Currency

pence / /

/

Facility

Gao ∗† The University of Western Australia / /

MarketIndex

S&P 500 / /

Organization

University of Western Australia / /

Person

Anh / V / /

Position

rt / /

Product

Rx / /

ProvinceOrState

Western Australia / New York / M.B. / /

PublishedMedium

Journal of Political Economy / Journal of Financial Economics / the Journal of Business / Journal of Econometrics / /

Region

Western Australia / /

Technology

simulation / /

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