Stochastic volatility selected readings / [electronic resource] :
edited by Neil Shephard.
- Oxford ; New York : Oxford University Press, c2005.
- viii, 525 p. : ill. ; 25 cm.
- Advanced texts in econometrics .
- Advanced texts in econometrics. .
Includes bibliographical references and indexes.
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
Stochastic processes. Finance--Mathematical models. Money market--Mathematical models. Capital market--Mathematical models