Open AccessModelling Inflation Volatility
Author(s) -
Eric Eisenstat,
Rodney W. Strachan
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2400771
Subject(s) - volatility (finance) , econometrics , stochastic volatility , random walk , forward volatility , economics , implied volatility , volatility smile , sabr volatility model , volatility swap , mathematics , statistics
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