Waiting for returns: Using space-time duality to calibrate financial diffusions

Quantitative Finance

Volumn 5, Issue 3, 2005, Pages 237-244

  Kamstra, Mark ^a   Milevsky, Moshe A ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24944549227     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500167976     Document Type: Conference Paper

References (19)

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