Jeantheau, T.: A link between complete models with stochastic volatility and ARCH models. Finance Stochast. 8, 111-131 (2004) Home/Search Document Not in Database Summary Related Articles |
This paper is cited in the following contexts:
Continuous Time Volatility Modelling: COGARCH versus.. - Klüppelberg, Lindner, .. (Correct)
No context found.
Jeantheau, T.: A link between complete models with stochastic volatility and ARCH models. Finance Stochast. 8, 111-131 (2004)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC