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Estimation of integrated volatility in stochastic volatility models

✍ Scribed by Jeannette H. C. Woerner

Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 182 KB
Volume: 21
Category: Article
ISSN: 1524-1904
DOI: 10.1002/asmb.548

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✦ Synopsis

Institut f . u ur Mathematische Stochastik, Universit . a at G . o ottingen, Maschm . u uhlenweg 8-10, D-37073 G . o ottingen, Germany

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