Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(5):917-927. doi: 10.1080/17442508.2012.673616 Q30.92025

On dependence of volatility on return for stochastic volatility models

Martynov, Mikhail; Rozanova, Olga

DOI: 10.1080/17442508.2012.673616

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Copyright © Stochastics An International Journal of Probability and Stochastic Processes. 中文内容为AI机器翻译，仅供参考！

期刊名：Stochastics-an international journal of probability and stochastic processes

缩写：STOCHASTICS

ISSN：1744-2508

e-ISSN：1744-2516

IF/分区：0.9/Q3

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On dependence of volatility on return for stochastic volatility models