Stochastic volatility with long-range dependence
- Casas, I.
- Gao, J.
Actes de conférence:
MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings
ISBN: 9780975840009
Année de publication: 2005
Pages: 802-806
Type: Communication dans un congrès