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Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method

✍ Scribed by John L. Knight; Stephen E. Satchell; Jun Yu

Book ID: 108521596
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 231 KB
Volume: 44
Category: Article
ISSN: 1369-1473
DOI: 10.1111/1467-842x.00234

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