MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS

Véhel, Jacques Lévy, Lebovits, Joachim, Corlay, Sylvain . Mathematical Finance 2014. 24 (2) :364-402

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Bibtex

@article{CIS-450090,
  Author = {Véhel, Jacques Lévy and Lebovits, Joachim and Corlay, Sylvain},
  Title = {MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS},
  Journal = {Mathematical Finance},
  Volume = {24},
  Number = {2},
  Year = {2014},
  Pages = {364--402},
  Keywords = {}
}

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