Stochastic volatility in financial markets : crossing the bridge to continuous time
Mele, Antonio; and Fornari, Fabio
(2000)
Stochastic volatility in financial markets : crossing the bridge to continuous time
Dynamic modeling and econometrics in economics and finance
.
Kluwer Academic Publishers, Boston.
ISBN 0792378423
| Item Type | Book |
|---|---|
| Departments |
Financial Markets Group STICERD |
| Date Deposited | 18 Jul 2008 10:01 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19594 |
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- http://www.hcirn.com/res/publish/kap.php (Official URL)