Stochastic volatility
Subtitle: selected readings
By: edited by Neil Shephard.
Contributors: Shephard, Neil.
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 2005
Place of publication: Oxford; New York
Language: eng
Number of pages: 525
Subjects: Stochastic processes.; Finance -- Mathematical models.; Money market -- Mathematical models.; Capital market -- Mathematical models.
Notes: Includes bibliographical references and indexes.