Local vs. Stochastic Volatility Testing
The study finds that the local volatility model's restriction is not applicable to continuous-time models in stock price, interest rate, currency, and volatility data.
Featured in No. 95 on 30 Apr 2025 ·
- Released
- 29 Jan 2025
- First featured
- No. 95 · 30 Apr 2025
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 5231307
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