Comparing stochastic volatility models through Monte Carlo simulations
| Year of publication: |
2006
|
|---|---|
| Authors: | Raggi, Davide ; Bordignon, Silvano |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 50.2006, 7, p. 1678-1699
|
| Publisher: |
Elsevier |