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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 85, 2013 - Issue 5
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Original Articles

On dependence of volatility on return for stochastic volatility models

Mikhail Martynov Moscow State University, Leninskie Gory, Main Building, 199991, Moscow, Russia
&
Olga Rozanova Moscow State University, Leninskie Gory, Main Building, 199991, Moscow, RussiaCorrespondence[email protected]
Pages 917-927 | Received 27 Jul 2011, Accepted 05 Mar 2012, Published online: 30 May 2012

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