Stochastic volatility with long-range dependence
- Casas, I.
- Gao, J.
Konferenzberichte:
MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings
ISBN: 9780975840009
Datum der Publikation: 2005
Seiten: 802-806
Art: Konferenz-Beitrag