Optimal approximations of power laws with exponentials: application to volatility models with long memory
| Year of publication: |
2007
|
|---|---|
| Authors: | Bochud, Thierry ; Challet, Damien |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 7.2007, 6, p. 585-589
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005462659