Matches in DBpedia 2014 for { <http://dbpedia.org/resource/SVJ> ?p ?o. }
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- SVJ abstract "SVJ or the Stochastic Volatility Jump model is a model suggested by Jim Gatheral. This is a model that fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.".
- SVJ wikiPageID "30123945".
- SVJ wikiPageRevisionID "483037075".
- SVJ context "December 2010".
- SVJ hasPhotoCollection SVJ.
- SVJ orphan "March 2012".
- SVJ unreferenced "December 2010".
- SVJ subject Category:Mathematical_finance.
- SVJ comment "SVJ or the Stochastic Volatility Jump model is a model suggested by Jim Gatheral. This is a model that fits the observed implied volatility surface well. The model is a Heston process with an added Merton log-normal jump.".
- SVJ label "SVJ".
- SVJ sameAs m.0g54g75.
- SVJ sameAs Q7395087.
- SVJ sameAs Q7395087.
- SVJ wasDerivedFrom SVJ?oldid=483037075.
- SVJ isPrimaryTopicOf SVJ.