Search Results - "Stochastic volatility model"

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  1. 1
    Nonparametric specification tests for stochastic volatility models based on volatility density

    Nonparametric specification tests for stochastic volatility models based on volatility density by Zu, Yang

    Published 2015
    Subjects: Get full text
  2. 2
    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

    Consistent nonparametric specification tests for stochastic volatility models based on the return distribution by Zu, Yang, Boswijk, Peter

    Published 2017
    Subjects: “…Nonparametric test; Stochastic volatility models…”
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  3. 3
    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

    Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework by Zhang, Y., Wu, Yong, Wiwatanapataphee, Benchawan, Angkola, Francisca

    Published 2020
    Subjects: Get full text

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