Computation of volatility in stochastic volatility models with high frequency data

Emilio Barucci; Maria Elvira Mancino

Year of publication:	2010
Authors:	Barucci, Emilio ; Mancino, Maria Elvira
Published in:	International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 5, p. 767-787
Subject:	Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Theorie \| Theory \| Stochastische Volatilität \| Stochastic volatility

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