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~person:"Collin-Dufresne, Pierre"
~subject:"stochastic volatility"
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stochastic volatility
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Collin-Dufresne, Pierre
Gentle, James E.
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Härdle, Wolfgang Karl
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
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