Elasticity of Variance of Variance
Publikation: Bidrag til tidsskrift › Kommentar/debat › Formidling
Standard
Elasticity of Variance of Variance. / Poulsen, Rolf.
I: Wilmott, Nr. 105, 2020, s. 30-32.Publikation: Bidrag til tidsskrift › Kommentar/debat › Formidling
Harvard
Poulsen, R 2020, 'Elasticity of Variance of Variance', Wilmott, nr. 105, s. 30-32.
APA
Poulsen, R. (2020). Elasticity of Variance of Variance. Wilmott, (105), 30-32.
Vancouver
Poulsen R. Elasticity of Variance of Variance. Wilmott. 2020;(105):30-32.
Author
Bibtex
@article{fef5a2e3234247f7b165428c41732d24,
title = "Elasticity of Variance of Variance",
abstract = "An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.",
author = "Rolf Poulsen",
year = "2020",
language = "English",
pages = "30--32",
journal = "Wilmott",
issn = "1540-6962",
publisher = "Wiley",
number = "105",
}
RIS
TY - JOUR
T1 - Elasticity of Variance of Variance
AU - Poulsen, Rolf
PY - 2020
Y1 - 2020
N2 - An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.
AB - An empirical two‐horse race between the Heston and SABR for the period around the 2008 financial crisis.
M3 - Comment/debate
SP - 30
EP - 32
JO - Wilmott
JF - Wilmott
SN - 1540-6962
IS - 105
ER -
ID: 236481213