vix.ing
·
top
·
new
·
best
·
stats
·
spec
Itkin, David
Calibrated rank volatility stabilized models for large equity markets
2024/03/07 by
Itkin, David
,
Larsson, Martin
· 1 citation
#62P05
#91G15
#FOS: Economics and business
#Mathematical Finance (q-fin.MF)
#Statistical Finance (q-fin.ST)