Lancaster EPrints

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

Full text not available from this repository.
Item Type: Contribution in Book/Report/Proceedings
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 46019
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 20:54
Refereed?: No
Published?: Published
Last Modified: 26 Jul 2012 22:22
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/46019

Actions (login required)

View Item