搜索结果: 1-1 共查到“国民经济学 Stochastic volatility”相关记录1条 . 查询时间(0.078 秒)
Option pricing in multivariate stochastic volatility models of OU type
multivariate stochastic volatility models Ornstein-Uhlenbeck type processes option pricing
2010/10/18
We present a multivariate stochastic volatility model with leverage, which is flexible enough to recapture the individual dynamics as well as the interdependencies between several assets while still ...