Asset pricing with stochastic volatility

Applied Mathematics and Optimization

Volumn 43, Issue 1, 2001, Pages 47-62

  Kallianpur, G ^a   Xiong, J ^b  

^a University of North Carolina at Chapel Hill   (United States)

^b UNIVERSITY OF TENNESSEE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COST ACCOUNTING; NONLINEAR FILTERING; PARTIAL DIFFERENTIAL EQUATIONS; RANDOM ERRORS;

ASSET PRICING; STOCHASTIC VOLATILITY;

RANDOM PROCESSES;

EID: 0034824877     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002450010018     Document Type: Article

References (12)

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