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• W2023681641 abstract "The volatility of a financial asset is an important input for financial decision‐making in the context of asset allocation, option pricing, and risk management. The authors compare and contrast four approaches to stochastic volatility to determine which is most appropriate to each of these various needs." @default.
• W2023681641 created "2016-06-24" @default.
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• W2023681641 date "2003-02-01" @default.
• W2023681641 modified "2023-10-16" @default.
• W2023681641 title "A Review of Stochastic Volatility Processes: Properties and Implications" @default.
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• W2023681641 doi "https://doi.org/10.1108/eb022965" @default.
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