Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Volatility is log-normal -- but not for the reason you think
Martin Tegnér,
Rolf Poulsen
Department of Mathematical Sciences
4
Citations (Scopus)
60
Downloads (Pure)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Volatility is log-normal -- but not for the reason you think'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
Empirical Evidence
75%
Heston
100%
Mean-reverting
88%
Sampling
78%
Stochastic Volatility Model
83%