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Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
In this dissertation we look at a stochastic volatility model with coupled additive and multiplicative noise. We begin by explaining the suitability of the model for the logarithm of volatility by looking at the skewness and kurtosis. We...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
