Stochastic Correlation and Volatility Mean-reversion– Empirical Motivation and Derivatives Pricing via Perturbation Theory
Work
Year: 2014
Type: article
Source: Applied Mathematical Finance
Cites: 38
Cited by: 4
Related to: 10
FWCI: 2.337
Citation percentile (by year/subfield): 80.7
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed