## Abstract This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the e
✦ LIBER ✦
Superreplication in stochastic volatility models and optimal stopping
✍ Scribed by Rüdiger Frey
- Book ID
- 106235824
- Publisher
- Springer-Verlag
- Year
- 2000
- Tongue
- English
- Weight
- 219 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0949-2984
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