Description: Stochastic volatility

Corporate Author:	ebrary, Inc.
Other Authors:	Shephard, Neil.
Format:	Book
Language:	English
Published:	Oxford ; New York : Oxford University Press, c2005.
Series:	Advanced texts in econometrics
Subjects:	Stochastic processes. Finance > Mathematical models. Money market > Mathematical models. Capital market > Mathematical models.
Online Access:	http://site.ebrary.com/lib/ucy/Doc?id=10233598

Physical Description:	viii, 525 p. : ill.
Bibliography:	Includes bibliographical references and indexes.