Estimation of stochastic volatility in the Hull-White model
| Year of publication: |
2000
|
|---|---|
| Authors: | Aihara, Shinichi ; Bagchi, Arunabha |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 7.2000, 3, p. 153-182
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