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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Item Type:
Contribution in Book/Report/Proceedings
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? DISCIPLINE-BASED RESEARCH ??
ID Code:
73124
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Deposited On:
06 Mar 2015 14:40
Refereed?:
No
Published?:
Published
Last Modified:
21 Nov 2022 15:40