Non-linear filtering for stochastic volatility models with heavy tails and leverage /
Saved in:
| 主要作者: | |
|---|---|
| 企業作者: | |
| 其他作者: | |
| 格式: | 圖書 |
| 語言: | English |
| 出版: |
Brisbane :
School of Economics and Finance, Queensland University of Technology,
2005.
|
| 叢編: | Discussion papers in economics, finance and international competitiveness ;
no. 192. |
| 主題: |
CARM 1 Store
| 復印件 1 | 可用 預訂 |
|---|