Stochastic volatility in financial markets: crossing the bridge to continuous time
Auteur :
Mele, Antonio / Fornari, Fabio
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9781461370451
Date de publication :
26 oct. 2012
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.