The COGARCH: a review, with... - Researchers

The COGARCH: a review, with news on option pricing and statistical inference

Citation

Kluppelberg, C, Maller, R & Szimayer, A 2011, 'The COGARCH: a review, with news on option pricing and statistical inference', in Jochen Blath, Peter Imkeller, Sylvie Reilly (ed.), Surveys in Stochastic Processes, European Mathematical Society Publishing House, ZÃ¼rich Switzerland, pp. 29-58.

Year

2011

ANU Authors

Emeritus Professor Ross Maller

Fields of Research

Financial Econometrics
Financial Mathematics
Stochastic Analysis And Modelling

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