Work

Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension

Year: 1999

Type: article

Source: European Finance Review

DOI: 10.1023/a:1009803506170

Authors: Rainer Schöbel, Jianwei Zhu

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122710177

FWCI: 4.749

Cites:

Cited by: 424

Related to: 20