Some recent developments in stochastic volatility modelling

Quantitative Finance

Volumn 2, Issue 1, 2002, Pages 11-23

  Barndorff Nielsen, Ole E ^a   Nicolato, Elisa ^a   Shephard, Neil ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008848438     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/1/301     Document Type: Article

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