Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing

M Asai, Michael McAleer

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)436-446
Number of pages11
JournalJournal of Econometrics
Volume187
DOIs
Publication statusPublished - 2016

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