Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967)
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scientific article; zbMATH DE number 5640048
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| English | Continuous Time Approximations to GARCH and Stochastic Volatility Models |
scientific article; zbMATH DE number 5640048 |
Statements
Continuous Time Approximations to GARCH and Stochastic Volatility Models (English)
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27 November 2009
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0.8577796816825867
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0.8461001515388489
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0.8297796845436096
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