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"A test for a parametric form of the volatility in second-order diffusion ..."

Tianshun Yan, Changlin Mei (2017)

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DOI: 10.1007/S00180-016-0685-Z

access: closed

type: Journal Article

metadata version: 2020-06-29

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Tianshun Yan, Changlin Mei:
A test for a parametric form of the volatility in second-order diffusion models. Comput. Stat. 32(4): 1583-1596 (2017)

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