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Zero-intelligence realized variance estimation
Gatheral, Jim
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Oomen, Roel C. A.
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Finance and stochastics
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2010
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pp. 249-283
Persistent link: https://www.econbiz.de/10003951508
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Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
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2019
)
3
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pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
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