Elasticity of Variance of Variance
Research output: Contribution to journal › Comment/debate
An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.
Original language | English |
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Journal | Wilmott |
Issue number | 105 |
Pages (from-to) | 30-32 |
ISSN | 1540-6962 |
Publication status | Published - 2020 |
ID: 236481213