Financial markets with memory I: Dynamic models

Stochastic Analysis and Applications

Volumn 23, Issue 2, 2005, Pages 275-300

  Anh, V ^a   Inoue, A ^b  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

^b HOKKAIDO UNIVERSITY   (Japan)

Author keywords

Financial market models; Long memory; Option pricing; Volatility

Indexed keywords

EID: 16244389985     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200050096     Document Type: Article

References (18)

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