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On a test for a parametric form of volatility in continuous time financial models
Dette, Holger; Lieres und Wilkau, Carsten von - In: Finance and stochastics 7 (2003) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10001771740
Cover Image
On a test for a parametric form of volatility in continuous time financial models
Dette, Holger; von Lieres und Wilkau, Carsten - In: Finance and stochastics 7 (2003) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10008215741