Elasticity of Variance of Variance. Issue 105 (17th January 2020)

Record Type:: Journal Article
Title:: Elasticity of Variance of Variance. Issue 105 (17th January 2020)
Main Title:: Elasticity of Variance of Variance
Authors:: Poulsen, Rolf
Abstract:: Abstract : An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.
Is Part Of:: Wilmott. Volume 2020:Issue 105(2020)
Journal:: Wilmott
Issue:: Volume 2020:Issue 105(2020)
Issue Display:: Volume 2020, Issue 105 (2020)
Year:: 2020
Volume:: 2020
Issue:: 105
Issue Sort Value:: 2020-2020-0105-0000
Page Start:: 12
Page End:: 15
Publication Date:: 2020-01-17
Subjects:: Finance -- Periodicals
Financial services industry -- Periodicals
332
Journal URLs:: http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1541-8286 ↗
http://www.wilmott.com ↗
DOI:: 10.1002/wilm.10815 ↗
Languages:: English
ISSNs:: 1540-6962
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 12761.xml