Stochatic Volatility Models with Transaction Time Risk
| Year of publication: |
2004
|
|---|---|
| Authors: | Werker, Bas J.M. ; Renault, E. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | stochastic processes | volatility | models | transaction costs |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2004-24 |
| Source: |
Persistent link: https://www.econbiz.de/10011091283