Stochastic volatility and stochastic leverage

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Almut Veraart
  • Luitgard Veraart, Karlsruhe Institute of Technology, Germany
Original languageEnglish
JournalAnnals of Finance
Volume8
Issue2-3
Pages (from-to)205-233
ISSN1614-2446
DOIs
Publication statusPublished - 2012

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ID: 19105609