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Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
Levine, Michael; Torres, Soledad; Viens, Frederi - In: Statistical Inference for Stochastic Processes 12 (2009) 3, pp. 221-250
Persistent link: https://www.econbiz.de/10008491581
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Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar; Martín, Jaime San; Torres, Soledad; … - In: Annals of Finance 7 (2011) 2, pp. 199-219
Persistent link: https://www.econbiz.de/10009150116