Approximating volatility diffusions with cev-arch models
Mele, A.
(2006).
Approximating volatility diffusions with cev-arch models.
Journal of Economic Dynamics and Control,
30(6), 931-966.
https://doi.org/10.1016/j.jedc.2005.03.008
| Item Type | Article |
|---|---|
| Copyright holders | © 2005 Elsevier |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD |
| DOI | 10.1016/j.jedc.2005.03.008 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19585 |
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