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Estimation of a stochastic-volatility jump-diffusion model
Craine, Roger N.
;
Lochstoer, Lars A.
;
Syrtveit, Knut
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001537958
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2
Estimation of a stochastic-volatility jump-diffusion model
Craine, Roger
;
Lochstoer, Lars A.
;
Syrtveit, Knut
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10009943869
Saved in:
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