A Complete Markovian Stochastic Volatility Model in the HJM Framework

Author: Chiarella C.  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.7, Iss.4, 2000-12, pp. : 293-304

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract