Limit theorems for discretely observed stochastic volatility models

Bernoulli

Volumn 4, Issue 3, 1998, Pages 283-303

  Genon Catalot, Valentine ^a   Jeantheau, Thierry ^b   Laredo, Catherine ^b  

^a UNIVERSITÉ GUSTAVE EIFFEL   (France)

^b CEMAGREF   (France)

Author keywords

Diffusion processes; Discrete time observations; Empirical distributions; Limit theorems; Mathematical finance; Stochastic volatility

Indexed keywords

EID: 0000570624     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318718     Document Type: Article

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