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, Zürich Switzerland, pp. 29-58.Year
2011ANU Authors
Fields of Research
- Financial Econometrics
- Financial Mathematics
- Stochastic Analysis And Modelling