![Mathematical finance / Economy / Applied mathematics / Finance / Volatility / Stochastic volatility / OrnsteinUhlenbeck process / Benchmark / CoxIngersollRoss model / International Petroleum Exchange / Volatility smile / Implied volatility Mathematical finance / Economy / Applied mathematics / Finance / Volatility / Stochastic volatility / OrnsteinUhlenbeck process / Benchmark / CoxIngersollRoss model / International Petroleum Exchange / Volatility smile / Implied volatility](https://www.pdfsearch.io/img/c2e72c6c8aaae9fa1500f3209c06db52.jpg) Date: 2007-03-27 13:47:21Mathematical finance Economy Applied mathematics Finance Volatility Stochastic volatility OrnsteinUhlenbeck process Benchmark CoxIngersollRoss model International Petroleum Exchange Volatility smile Implied volatility | | A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, whereAdd to Reading ListSource URL: www.bbk.ac.ukDownload Document from Source Website File Size: 524,25 KBShare Document on Facebook
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