Stochastic volatility selected readings /
| Corporate Author: | |
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
c2005.
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| Series: | Advanced texts in econometrics
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| Subjects: | |
| Online Access: | http://site.ebrary.com/lib/ucy/Doc?id=10233598 |
Table of Contents:
- pt. 1. Model building
- pt. 2. Inference
- pt. 3. Option pricing
- pt. 4. Realised variation.