1 research outputs found
The Jacobi Stochastic Volatility Model
- Author
- A Peter
- Abdelkoddousse Ahdida
- Antoine Jacquier
- Arthur Erd�lyi
- B Dilip
- B G Leif
- Bjorn Eriksson
- Christa Cuchiero
- Christian Gourieroux
- Christian Kahl
- Ciprian Gabriel G Drimus
- Ciprian Necula
- D Duffie
- D Filipovi�cfilipovi�c
- D Revuz
- Dacheng Xiu
- Damien Ackerer
- Damien Ackerer
- Damir Filipovii
- Damir Filipovi�cfilipovi�c
- Daniel Dufresne
- David K Backus
- F Fang
- Fisher Black
- Francis Longstaff
- Freddy Delbaen
- Gilles Pag�s
- Guillaume Bernis
- Gurdip Bakshi
- H Awad
- Hansj�rg Albrecher
- Hao Li
- Hui Chen
- Ioannis Karatzas
- J Charles
- J Charles
- L C G Rogers
- L Chris
- L Steven
- M Brenner
- M Larsson
- Marc Yor
- Mark Broadie
- Marlis Hochbruck
- N Stewart
- Nizar Demni
- O Mazet
- P Billingsley
- Peter Carr
- Peter J�ckel
- Robert Jarrow
- S Karlin
- Sergio Pulido
- Steven L Heston
- Susanne Kruse
- Toshio Yamada
- Vilim Feller
- Yacine Ait-Sahalia
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study