Home > Research > Publications & Outputs > Consequences for option pricing of a long memor...
View graph of relations

Consequences for option pricing of a long memory in volatility

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date2015
Host publicationHandbook of Financial Econometrics and Statistics
EditorsCheng-Few Lee, John Lee
Place of PublicationNew York
PublisherSpringer SBM
Pages903-933
Number of pages31
Volume2
ISBN (Print)9781461477495
Original languageEnglish