A Pricing Process with Stochastic Volatility Controlled by...

Communication in Statistics- Theory and Methods 2004 / 01 Vol. 33; Iss. 3

A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process

Silvestrov, Dmitrii, Stenberg, Fredrik
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Volume:
33
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1081/STA-120028686
Date:
January, 2004
File:
PDF, 208 KB
english, 2004
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