Estimation of stochastic volatility in the Hull-White model

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined
Pages (from-to)	153-181
Number of pages	28
Journal	Applied mathematical finance
Volume	7
Publication status	Published - 2000

Keywords

@article{6fb01631faab43068d971e2d681efccb,

title = "Estimation of stochastic volatility in the Hull-White model",

keywords = "METIS-201189",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2000",

language = "Undefined",

volume = "7",

pages = "153--181",

journal = "Applied mathematical finance",

issn = "1350-486X",

publisher = "Routledge",

}