Stochastic volatility estimation with application to option pricing

ShinIchi Aihara, Arunabha Bagchi

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

Original language	Undefined
Title of host publication	Proc. of the 31st ISCIE Intern. Symposium on Stochastic Systems Theory and Its Applications
Place of Publication	Yokohama, Japan, Nov. 11-12, 1999
Pages	321-326
Number of pages	6
Publication status	Published - 24 Nov 2000

Keywords

@inproceedings{025b4701ba0e4e9abfabd29fd755e863,

title = "Stochastic volatility estimation with application to option pricing",

keywords = "METIS-141476",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "2000",

month = nov,

day = "24",

language = "Undefined",

pages = "321--326",

booktitle = "Proc. of the 31st ISCIE Intern. Symposium on Stochastic Systems Theory and Its Applications",

}

Stochastic volatility estimation with application to option pricing. / Aihara, ShinIchi; Bagchi, Arunabha.
Proc. of the 31st ISCIE Intern. Symposium on Stochastic Systems Theory and Its Applications. Yokohama, Japan, Nov. 11-12, 1999, 2000. p. 321-326.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review