Waiting for returns: using space-time duality to calibrate financial diffusions
| Year of publication: |
2005
|
|---|---|
| Authors: | Kamstra, Mark ; Milevsky, Moshe |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 5.2005, 3, p. 237-244
|
| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009208340