Stochastic volatility in financial markets : crossing the bridge to continuous time

Mele, A. & Fornari, F. (2000). Stochastic volatility in financial markets : crossing the bridge to continuous time. Kluwer Academic Publishers.
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Item Type Book
Copyright holders © 2000 Kluwer Academic Publishers
Departments LSE > Research Centres > Financial Markets Group
LSE > Research Centres > STICERD
Date Deposited 18 Jul 2008
URI https://researchonline.lse.ac.uk/id/eprint/19594

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