Limit theorems for discretely observed stochastic volatility models
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Publication:1275855
DOI10.2307/3318718zbMath0916.60075MaRDI QIDQ1275855
Thierry Jeantheau, Catherine Larédo, Valentine Genon-Catalot
Publication date: 12 July 1999
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1174324982
stochastic volatility; diffusion processes; limit theorems; mathematical finance; discrete time observations; empirical distributions
60F05: Central limit and other weak theorems
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
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