Working paper
Stochastic volatility: origins and overview
- Abstract:
- In this paper we review the history and recent developments of stochastic volatility, which is the main way financial economists and mathematical finance specialists model time varying volatility.
- Publication status:
- Published
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(Version of record, bin, 43.2KB, Terms of use)
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Authors
- Publisher:
- University of Oxford
- Series:
- Department of Economics Discussion Paper Series
- Publication date:
- 2008-03-01
- Paper number:
- 389
- Pubs id:
-
451686
- Local pid:
-
pubs:451686
- Deposit date:
-
2020-12-14
- ARK identifier:
Terms of use
- Copyright date:
- 2008
- Rights statement:
- Copyright 2008 The Author(s)
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