Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
}
TY - CHAP
T1 - Modelling stochastic volatility: a review and comparative study
AU - Taylor, S J
PY - 1998
Y1 - 1998
M3 - Chapter
SN - 1-899332-46-4
SP - 95
EP - 108
BT - Volatility: New Estimation Techniques for Pricing Derivatives
PB - Risk Books
CY - London
ER -