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N°16-35: The Jacobi Stochastic Volatility Model, D. Ackerer, D. Filipovic and S. Pulido, 2016.

N°16-35: The Jacobi Stochastic Volatility Model, D. Ackerer, D. Filipovic and S. Pulido, 2016.

AuthorD. Filipović, D. Ackerer, S. Pulido
Date10 June 2016
CategoryWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2782486

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