Multivariate asset price dynamics with stochastic covariation

Keyphrases

• Stochastic Volatility 100%
• Covariation 100%
• Stud 100%
• Asset Price Dynamics 100%
• Contingent Claims 100%
• Heston 100%
• In Situ 50%
• Hedging 50%
• Hedging Strategy 50%
• Risky Assets 50%
• Volatility Dynamics 50%
• Currency Options 50%
• Stochastic Volatility Model 50%
• Bond Option 50%
• Volatility Risk 50%

Economics, Econometrics and Finance

• Volatility 100%
• Pricing 60%
• Finance 40%
• Hedging 40%
• Currency Option 20%
• Interest Rate Derivative 20%