Oleg Kovrizhkin

affiliation not provided to SSRN

No Address Available

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

409

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

From Moving Average Local and Stochastic Volatility Models to 2-Factor Stochastic Volatility Models

Number of pages: 36 Posted: 15 Jul 2006 Last Revised: 23 Aug 2008

Oleg Kovrizhkin

affiliation not provided to SSRN

Downloads 409 (132,908)

View PDF
Download

Abstract:

Feedback

All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .