Consequences for option pricing of a long memory in volatility

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

Publication date	2015
Host publication	Handbook of Financial Econometrics and Statistics
Editors	Cheng-Few Lee, John Lee
Place of Publication	New York
Publisher	Springer SBM
Pages	903-933
Number of pages	31
Volume	2
ISBN (print)	9781461477495
<mark>Original language</mark>	English

Research