Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate

2000 ◽  
Vol 35 (2) ◽  
pp. 191 ◽  
Author(s):  
Turan G. Bali
2009 ◽  
Vol 9 (6) ◽  
pp. 693-704 ◽  
Author(s):  
Rolf Poulsen ◽  
Klaus Reiner Schenk-Hoppé ◽  
Christian-Oliver Ewald

2019 ◽  
Vol 10 (2) ◽  
pp. 491-511 ◽  
Author(s):  
Omar El Euch ◽  
Masaaki Fukasawa ◽  
Jim Gatheral ◽  
Mathieu Rosenbaum

2018 ◽  
Author(s):  
Omar El Euch ◽  
Masaaki Fukasawa ◽  
Jim Gatheral ◽  
Mathieu Rosenbaum

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