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- Stochastic_volatility_jump abstract "In mathematical finance, the stochastic volatility jump (SVJ) model is suggested by Bates. This model fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.".
- Stochastic_volatility_jump wikiPageID "30123945".
- Stochastic_volatility_jump wikiPageLength "1023".
- Stochastic_volatility_jump wikiPageOutDegree "3".
- Stochastic_volatility_jump wikiPageRevisionID "708107954".
- Stochastic_volatility_jump wikiPageWikiLink Category:Mathematical_finance.
- Stochastic_volatility_jump wikiPageWikiLink Heston_model.
- Stochastic_volatility_jump wikiPageWikiLink Mathematical_finance.
- Stochastic_volatility_jump wikiPageWikiLinkText "Stochastic volatility jump".
- Stochastic_volatility_jump wikiPageWikiLinkText "stochastic volatility jump".
- Stochastic_volatility_jump wikiPageUsesTemplate Template:Math-stub.
- Stochastic_volatility_jump wikiPageUsesTemplate Template:Reflist.
- Stochastic_volatility_jump subject Category:Mathematical_finance.
- Stochastic_volatility_jump type Field.
- Stochastic_volatility_jump type Occupation.
- Stochastic_volatility_jump type Page.
- Stochastic_volatility_jump comment "In mathematical finance, the stochastic volatility jump (SVJ) model is suggested by Bates. This model fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.".
- Stochastic_volatility_jump label "Stochastic volatility jump".
- Stochastic_volatility_jump sameAs Q7395087.
- Stochastic_volatility_jump sameAs m.0g54g75.
- Stochastic_volatility_jump sameAs Q7395087.
- Stochastic_volatility_jump wasDerivedFrom Stochastic_volatility_jump?oldid=708107954.
- Stochastic_volatility_jump isPrimaryTopicOf Stochastic_volatility_jump.