"Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic ..."

Emanuele Taufer, Nikolai Leonenko, Marco Bee (2011)

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DOI: 10.1016/J.CSDA.2011.02.016

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type: Journal Article

metadata version: 2020-02-18

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Emanuele Taufer, Nikolai Leonenko, Marco Bee:
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Comput. Stat. Data Anal. 55(8): 2525-2539 (2011)

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