Gamma stochastic volatility models
| Year of publication: |
2006
|
|---|---|
| Authors: | Abraham, Bovas ; Balakrishna, N. ; Sivakumar, Ranjini |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 3, p. 153-172
|