Work

Implied Stochastic Volatility Models

Year: 2020

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhaa041

Authors: Yacine Aït-Sahalia, Chenxu Li, Chen Xu Li

Institutions: National Bureau of Economic Research, Princeton University, Peking University, Renmin University of China

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123174635

FWCI: 8.32

Cites: 69

Cited by: 61

Related to: 10