SMEAL WIKI

Stochastic volatility

OpenAlex concept - C85393063

Field
Subfield
Domain
OpenAlex	C85393063

Smeal faculty

Charles Cao - score 0.7
James A. Miles - score 0.6

Papers

Empirical Performance of Alternative Option Pricing Models (1997) - cites 2709
High-order ADI scheme for option pricing in stochastic volatility models (2016) - cites 17