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- Title:
The COGARCH: a review, with news on option pricing and statistical inference
- Document type:
- Buchbeitrag
- Author(s):
- Klüppelberg, C, Maller, R. and Szimayer, A.
- Artist:
- Blath, J., Imkeller, P. and Roelly, S. (Eds)
- Pages contribution:
- 29-58
- Book title:
- Surveys in Stochastic Processes. Proc. of the 33rd SPA Conference in Berlin
- Publisher:
- EMS Series of Congress Reports, EMS Publishing House
- Year:
- 2011
- Reviewed:
- ja
- Language:
- en
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX