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

2011

ANU Authors

Fields of Research

  • Financial Econometrics
  • Financial Mathematics
  • Stochastic Analysis And Modelling

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