Media type: E-Article Title: A closed-form solution for the stochastic volatility model with applications on international stock markets Contributor: Shi, Yanlin [Author] Published: 2023 Published in: Operational Research Society: Journal of the Operational Research Society ; 74(2023), 4, Seite 1183-1197 Language: English DOI: 10.1080/01605682.2022.2070037 Identifier: Keywords: closed-form solution ; maximum likelihood estimation ; Stochastic volatility ; value-at-risk analysis ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access