Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models

Emanuele Taufer, Nikolai Leonenko, Marco Bee
  • Computational Statistics & Data Analysis, August 2011, Elsevier
  • DOI: 10.1016/j.csda.2011.02.016

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The following have contributed to this page: Professor Emanuele Taufer