Multiscale stochastic volatility for variance swaps with constant elasticity of variance.

Ji-Su Yu Jeong-Hoon Kim

Published in: Soft Comput. (2023)

Keyphrases

multiscale
correlation coefficient
standard deviation
monte carlo
image processing
object recognition
image features
medical images
covariance matrix
wavelet domain
prediction error
intra class
minimum variance
variance estimator