A STOCHASTIC VOLATILITY MODEL WITH LONG MEMORY FOR OPTION PRICING
| Year of publication: |
2000-07-05
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| Authors: | Anh, V.V. ; Nguyen, C.N. |
| Institutions: | Society for Computational Economics - SCE |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2000 Number 228 |
| Source: |
Persistent link: https://www.econbiz.de/10005132726