Cookies?
Library Header Image
LSE Research Online LSE Library Services

Stochastic volatility in financial markets : crossing the bridge to continuous time

Mele, Antonio and Fornari, Fabio (2000) Stochastic volatility in financial markets : crossing the bridge to continuous time. Dynamic modeling and econometrics in economics and finance . Kluwer Academic Publishers, Boston. ISBN 0792378423

Full text not available from this repository.

Item Type: Book
Official URL: http://www.hcirn.com/res/publish/kap.php
Additional Information: © 2000 Kluwer Academic Publishers
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Research centres and groups > Financial Markets Group (FMG)
Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 18 Jul 2008 10:01
URL: http://eprints.lse.ac.uk/19594/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only