Consequences for option pricing of a long memory in volatility

Taylor, Stephen J. (2015) Consequences for option pricing of a long memory in volatility. In: Handbook of Financial Econometrics and Statistics. Springer SBM, New York, pp. 903-933. ISBN 9781461477495

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Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
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ID Code:
73124
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Deposited On:
06 Mar 2015 14:40
Refereed?:
No
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Published
Last Modified:
13 Jun 2020 23:41