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Short-Term At-the-Money Asymptotics under Stochastic Volatility Models.
Omar El Euch
Masaaki Fukasawa
Jim Gatheral
Mathieu Rosenbaum
Published in:
SIAM J. Financial Math. (2019)
Keyphrases
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short term
long term
stock market
forecasting model
short term and long term
long term memory
statistical models
garch model
electric load forecasting
expert systems
computational intelligence
computational models
arima model
medium term
short term prediction