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

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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/rights/LSERO.htm
URL:	http://eprints.lse.ac.uk/19594/

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