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Nonparametric estimation for a stochastic volatility model
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Y. - In: Finance and stochastics 14 (2010) 1, pp. 49-80
Persistent link: https://www.econbiz.de/10003924782
Cover Image
Nonparametric estimation for a stochastic volatility model
Comte, F.; Genon-Catalot, V.; Rozenholc, Y. - In: Finance and stochastics 14 (2009) 1, pp. 49-81
Persistent link: https://www.econbiz.de/10008445240