Can I Have my Money Back, Part Two
Abstract
Investigating the surprising effect of volatility misspecification.
Fields of Study & Subjects
Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Financial Markets and Investment Strategies
Publication details
- Journal / source
- Wilmott
- Volume
- 2026
- Issue
- 142
- Publication date
- 10 February 2026
- Language
- EN