Title:
Long-memory stochastic volatility models : a new method for inference and applications in option pricing
Personal Author:
Publication Information:
Ann Arbor, MI : UMI Dissertation Pub., 2009
Physical Description:
viii, 112 p. : ill. ; 25 cm.
ISBN:
9781243582218
Added Corporate Author:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
---|---|---|---|---|---|
Searching... | 30000010305635 | QA280 X54 2009 | Open Access Book | Book | Searching... |