Work

Simulation Methods for Levy-Driven Carma Stochastic Volatility Models

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.591326

Authors: George E. Tauchen, Viktor Todorov

Institution: Duke University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2268173117

Cites: 43

Cited by: 33

Related to: 10