Nonparametric estimation for a stochastic volatility model
| Year of publication: |
2009
|
|---|---|
| Authors: | Comte, F. ; Genon-Catalot, V. ; Rozenholc, Y. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 14.2009, 1, p. 49-81
|