Stochastic volatility and option pricing with long-memory...

Quantitative Finance 2012 / 04 Vol. 12; Iss. 4

Stochastic volatility and option pricing with long-memory in discrete and continuous time

Chronopoulou, Alexandra, Viens, Frederi G.
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Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.664939
Date:
April, 2012
File:
PDF, 361 KB
english, 2012
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