Research Catalog
Stochastic volatility in financial markets : crossing the bridge to continuous time
- Title
- Stochastic volatility in financial markets : crossing the bridge to continuous time / Fabio Fornari and Antonio Mele.
- Author
- Fornari, Fabio.
- Publication
- Boston, Mass. : Kluwer Academic Publishers, c2000.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | JBE 00-2415 | Offsite |
Details
- Additional Authors
- Mele, Antonio.
- Description
- ix, 145 p. : ill.; 24 cm.
- Series Statement
- Dynamic modeling and econometrics in economics and finance ; v. 3
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. [128]-142) and index.
- Call Number
- JBE 00-2415
- ISBN
- 0792378423 (alk. paper)
- LCCN
- 00028741
- OCLC
- 43599212
- Author
- Fornari, Fabio.
- Title
- Stochastic volatility in financial markets : crossing the bridge to continuous time / Fabio Fornari and Antonio Mele.
- Imprint
- Boston, Mass. : Kluwer Academic Publishers, c2000.
- Series
- Dynamic modeling and econometrics in economics and finance ; v. 3
- Bibliography
- Includes bibliographical references (p. [128]-142) and index.
- Added Author
- Mele, Antonio.
- Research Call Number
- JBE 00-2415