Archived publication

Archived publication

The importance of modelling correlations and stochastic volatility correctly

Aas, Kjersti

December 09, 2003

SAMBA

  • Published date: December 09, 2003
  • Conference: Energyforum: Modelling Techniques for Risk and Pricing
  • Title: The importance of modelling correlations and stochastic volatility correctly
  • Author(s): Aas, Kjersti