Approximating volatility diffusions with cev-arch models

Mele, Antonio (2006) Approximating volatility diffusions with cev-arch models. Journal of Economic Dynamics and Control, 30 (6). pp. 931-966. ISSN 0165-1889

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Item Type	Article
Departments	Financial Markets Group STICERD
DOI	10.1016/j.jedc.2005.03.008
Date Deposited	18 Jul 2008 10:45
URI	https://researchonline.lse.ac.uk/id/eprint/19585

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Mele, Antonio

HB Economic Theory

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