Maturity cycles in implied volatility.

Jean-Pierre Fouque George Papanicolaou Ronnie Sircar Knut Sølna

Published in: Finance Stochastics (2004)

Keyphrases

stock market
stock price
financial crisis
garch model
chinese stock market
stock trading
neural network
image processing
multi agent systems
multiscale
financial markets
financial data
software process
turning points
maturity model