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N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipovic, M. Larsson, and F. Statti , 2017.

N°17-16: Unspanned Stochastic Volatility in the Multi-Factor CIR Model, D. Filipovic, M. Larsson, and F. Statti , 2017.

AuthorD. Filipović, E. Dautovic, and Y. Huang
Date16 jan. 2017
CatégorieWorking Papers
Linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=2964751

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