The Jacobi stochastic volatility model
Crossref DOI link: https://doi.org/10.1007/s00780-018-0364-8
Published Online: 2018-05-18
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ackerer, Damien
Filipović, Damir
Pulido, Sergio
Text and Data Mining valid from 2018-05-18
Article History
Received: 19 June 2016
Accepted: 13 February 2018
First Online: 18 May 2018