This text contains a single source of knowledge designed to resolve any question in the area of stochastic volatility. Over 30 articles are presented in seven sections, addressing issues from making GARCH work to the future of stochastic volatility option pricing research.
- Limba : Engleza
- Data Publicarii : 01 Jun 1998
- Format : Paperback
- Numar pagini : 356
- ISBN : 9781899332465