Estimation of stochastic volatility in the Hull-White model

ShinIchi Aihara, Arunabha Bagchi

    Research output: Contribution to journalArticleAcademicpeer-review

    6 Citations (Scopus)
    Original languageUndefined
    Pages (from-to)153-181
    Number of pages28
    JournalApplied mathematical finance
    Volume7
    Publication statusPublished - 2000

    Keywords

    • METIS-201189

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