Modelling stochastic volatility: a review and comparative study

Taylor, S J (1998) Modelling stochastic volatility: a review and comparative study. In: Volatility: New Estimation Techniques for Pricing Derivatives. Risk Books, London, pp. 95-108. ISBN 1-899332-46-4

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Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/learningandpedagogical
Subjects:
?? LEARNING AND PEDAGOGICAL ??
ID Code:
46019
Deposited By:
Deposited On:
11 Jul 2011 19:54
Refereed?:
No
Published?:
Published
Last Modified:
21 Nov 2022 13:55