A non-Markov model for volatility jumps
V. Arunachalam; L. Blanco; S. Dharmaraja
| Year of publication: |
2011
|
|---|---|
| Authors: | Arunachalam, V. ; Blanco, L. ; Dharmaraja, S. |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 25501525. - Vol. 2.2011, 3, p. 223-235
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956344