Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview

  1. Jimenez, J.C.
  2. Biscay, R.J.
  3. Ozaki, T.
Revue:
Asia-Pacific Financial Markets

ISSN: 1387-2834

Année de publication: 2005

Volumen: 12

Número: 2

Pages: 109-141

Type: Article

DOI: 10.1007/S10690-006-9015-8 GOOGLE SCHOLAR
La source de données: Scopus