Content analysis of stochastic volatility model in discrete and continuous time setting
This study investigated the popularity of stochastic volatility in recent literature. Stochastic volatility models are common in the financial markets and decision making process. Efficient managing scenarios to these problems will reduce risks in future valuations in many financial assets.A volatil...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MAXWELL Science Publication
2015
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| Subjects: | |
| Online Access: | http://repo.uum.edu.my/18124/1/RJASET%2010%2010%20%202015%201185-1191.pdf http://repo.uum.edu.my/18124/ http://doi.org/10.19026/rjaset.10.1886 |
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