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Stochastic volatility

Additional authors: Shephard, Neil. | ebrary, Inc.
Series: Advanced texts in econometrics Published by : Oxford University Press, (Oxford ; | New York :) Physical details: viii, 525 p. : ill.
Subject(s): Stochastic processes. | Finance -- Mathematical models. | Money market -- Mathematical models. | Capital market -- Mathematical models. | Electronic books.
Year: 2005
Online resources:
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Includes bibliographical references and indexes.

pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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