A Unified Stochastic Volatility—Stochastic Correlation Model

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

Journals Menu

Aims & Scope
Articles
Archive
Editorial Board
Publication Fees
Indexing

Guidelines & Policies

"A Unified Stochastic Volatility—Stochastic Correlation Model"
written by Xiang Lu, Gunter Meissner, Hong Sherwin,
published by Journal of Mathematical Finance, Vol.10 No.4, 2020

has been cited by the following article(s):

Google Scholar
CrossRef

[1]	Modelling asymmetric dependence in stochastic volatility and option pricing: A conditional copula approach
	Scientific African, 2023

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
News

About SCIRP
Ethics
Editorial Policies
For Authors
Peer-Review Issues
Publication Fees
Special Issues

Service
Manuscript Tracking System
Order Print Copies
Translation & Proofreading
FAQ
Volume & Issue

Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy

Top

[1]	Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach Scientific African, 2023 DOI:10.1016/j.sciaf.2023.e01765

Journal of Mathematical Finance

Journal of Mathematical Finance

Journals Menu

Guidelines & Policies

Home

About SCIRP

Service

Policies