THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL

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Publication:4917299

DOI10.1111/j.1467-9965.2011.00494.xzbMath1262.91139OpenAlexW3125092719MaRDI QIDQ4917299

Robert Stelzer, Ole Eiler Barndorff-Nielsen

Publication date: 29 April 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/17593634/rp09_42.pdf




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