Stochastic volatility with long-range dependence

  1. Casas, I.
  2. Gao, J.
Actas:
MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings

ISBN: 9780975840009

Ano de publicación: 2005

Páxinas: 802-806

Tipo: Achega congreso

GOOGLE SCHOLAR
Fonte de datos: Scopus