The characteristic function of Gaussian stochastic volatility models: an analytic expression
Work
Year: 2022
Type: article
Source: Finance and Stochastics
Author Eduardo Abi Jaber
Cites: 56
Cited by: 9
Related to: 10
FWCI: 2.307
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed