Work

Unifying the Three Volatility Models

Year: 2004

Type: article

Authors: Claudio Albanese, Alexey Kuznetsov

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3660200

FWCI: 4.054

Cites: 17

Cited by: 23

Related to: 10