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Results: 2
LIMIT-THEOREMS FOR DISCRETELY OBSERVED STOCHASTIC VOLATILITY MODELS
Authors:
GENONCATALOT V JEANTHEAU T LAREDO C
Citation:
V. Genoncatalot et al., LIMIT-THEOREMS FOR DISCRETELY OBSERVED STOCHASTIC VOLATILITY MODELS, Bernoulli, 4(3), 1998, pp. 283-303
ESTIMATION OF THE DIFFUSION-COEFFICIENT FOR DIFFUSION-PROCESSES - RANDOM SAMPLING
Authors:
GENONCATALOT V JACOD J
Citation:
V. Genoncatalot et J. Jacod, ESTIMATION OF THE DIFFUSION-COEFFICIENT FOR DIFFUSION-PROCESSES - RANDOM SAMPLING, Scandinavian journal of statistics, 21(3), 1994, pp. 193-221
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