Elasticity of Variance of Variance
Publikation: Bidrag til tidsskrift › Kommentar/debat › Formidling
An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.
| Originalsprog | Engelsk |
|---|---|
| Tidsskrift | Wilmott |
| Udgave nummer | 105 |
| Sider (fra-til) | 30-32 |
| ISSN | 1540-6962 |
| Status | Udgivet - 2020 |
ID: 236481213