"An introduction to volatility models with indices."

Shelton Peiris, A. Thavaneswaran (2007)

> Home

Details and statistics

DOI: 10.1016/J.AML.2006.04.001

access: closed

type: Journal Article

metadata version: 2022-01-11

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/appml/PeirisT07
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/appml/PeirisT07
Shelton Peiris, A. Thavaneswaran:
An introduction to volatility models with indices. Appl. Math. Lett. 20(2): 177-182 (2007)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.