Estimation and pricing under long-memory stochastic...

Annals of Finance 2012 / 05 Vol. 8; Iss. 2-3

Estimation and pricing under long-memory stochastic volatility

Alexandra Chronopoulou, Frederi G. Viens
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Volume:
8
Language:
english
Pages:
25
DOI:
10.1007/s10436-010-0156-4
Date:
May, 2012
File:
PDF, 469 KB
english, 2012
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