| Original language | English |
|---|---|
| Pages (from-to) | 75-102 |
| Journal | Mathematical Finance |
| Volume | 4 |
| State | Published - 1994 |
Stochastic Autoregressive Volatility: A Framework for Volatility Modeling
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
| Original language | English |
|---|---|
| Pages (from-to) | 75-102 |
| Journal | Mathematical Finance |
| Volume | 4 |
| State | Published - 1994 |