Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

Stochastic volatility for factor Heath–Jarrow–Morton framework

20250 citationsJournal Article

Authors

Parviz Rakhmonov · Marex (Norway)

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Fluid Dynamics and Turbulent Flows

Publication Details

Published in: Review of Derivatives Research

Volume 28, Issue 3

DOI: 10.1007/s11147-025-09217-4

Field-Weighted Citation Impact: 0.00

Stochastic volatility for factor Heath–Jarrow–Morton framework | Researchclopedia