Results 231 to 240 of about 7,475,610 (328)

Spatial and spatiotemporal volatility models: A review

open access: yesJournal of Economic Surveys, EarlyView.
Abstract Spatial and spatiotemporal volatility models are a class of models designed to capture spatial dependence in the volatility of spatial and spatiotemporal data. Spatial dependence in the volatility may arise due to spatial spillovers among locations; that is, in the case of positive spatial dependence, if two locations are in close proximity ...
Philipp Otto   +4 more
wiley   +1 more source

Some remarks about deformation theory and formality conjecture. [PDF]

open access: yesAnn Univ Ferrara Sez 7 Sci Mat
Chen H, Pertusi L, Zhao X.
europepmc   +1 more source

Polar Coordinates for the 3/2 Stochastic Volatility Model

open access: yesMathematical Finance, EarlyView.
ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley   +1 more source

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