Stochastic volatility: approximation and goodness-of-fit test

Article (Scientific journals)

Gradinaru, Mihai; NOURDIN, Ivan

2008 • In Probability and Mathematical Statistics, 28 (1), p. 1-19

Peer reviewed

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https://hdl.handle.net/10993/19301

28.1.1.pdf

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Disciplines :

Mathematics

Author, co-author :

Gradinaru, Mihai

NOURDIN, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Language :

English

Title :

Stochastic volatility: approximation and goodness-of-fit test

Publication date :

2008

Journal title :

Probability and Mathematical Statistics

Volume :

Issue :

Pages :

1-19

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 24 December 2014

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