Limit theorems for discretely observed stochastic volatility models

DOI10.2307/3318718zbMath0916.60075MaRDI QIDQ1275855

Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo

Publication date: 12 July 1999

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1174324982

zbMATH Keywords

stochastic volatility; diffusion processes; limit theorems; mathematical finance; discrete time observations; empirical distributions

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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