Long memory in continuous-time stochastic volatility models
Year of publication: |
1998
|
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Authors: | Comte, Fabienne |
Other Persons: | Renault, Eric (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 4, p. 291-323
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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