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- W1556483402 abstract "Abstract Barndorff‐Nielsen and Shephard models are stochastic volatility models where the volatility follows a non‐Gaussian Ornstein–Uhlenbeck type process. This article briefly reviews the construction of such models and discusses their application to option pricing and hedging." @default.
- W1556483402 created "2016-06-24" @default.
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- W1556483402 date "2010-02-26" @default.
- W1556483402 modified "2023-10-11" @default.
- W1556483402 title "Barndorff‐Nielsen and Shephard (BNS) Models" @default.
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- W1556483402 doi "https://doi.org/10.1002/9780470061602.eqf08017" @default.
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