Stochastic volatility: approximation and goodness-of-fit test

Reference : Stochastic volatility: approximation and goodness-of-fit test


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/19301

Title :	Stochastic volatility: approximation and goodness-of-fit test
Language :	English
Author, co-author :	Gradinaru, Mihai []
	Nourdin, Ivan [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Publication date :	2008
Journal title :	Probability and Mathematical Statistics
Volume :	28
Issue/season :	1
Pages :	1-19
Peer reviewed :	Yes
Audience :	International
Permalink :	http://hdl.handle.net/10993/19301

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