Stochastic volatility estimation with application to option pricing

ShinIchi Aihara, Arunabha Bagchi

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

    Original languageUndefined
    Title of host publicationProc. of the 31st ISCIE Intern. Symposium on Stochastic Systems Theory and Its Applications
    Place of PublicationYokohama, Japan, Nov. 11-12, 1999
    Number of pages6
    Publication statusPublished - 24 Nov 2000


    • METIS-141476

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