Although intraday volatility has been studied extensively for many asset classes, there are still important questions to be answered: Is the unconditional mean diurnal profile time-invariant? Does ...
We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart ...
Craig Anthony, CFA, is the founder and CEO of the Craig Anthony Group LLC. He is also an Investopedia contributor and published author. Dr. JeFreda R. Brown is a financial consultant, Certified ...
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