A class of nonlinear stochastic volatility models and its implications for pricing currency options
Work
Year: 2006
Type: article
Authors Jun Yu, Zhenlin Yang, Xibin Zhang
Institutions Singapore Management University, Monash University
Cites: 84
Cited by: 48
Related to: 10
FWCI: 3.699
Citation percentile (by year/subfield): 95.84
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green