Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations
Stefano M. Iacus, Nakahiro YoshidaVolume:
39
Year:
2010
Language:
english
Pages:
21
DOI:
10.1111/j.1468-0300.2010.00224.x
File:
PDF, 236 KB
english, 2010