Modelling stochastic volatility: a review and comparative study

Accounting and Finance

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

Published

Standard

Modelling stochastic volatility: a review and comparative study. / Taylor, S J.
Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books, 1998. p. 95-108.

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

Harvard

Taylor, SJ 1998, Modelling stochastic volatility: a review and comparative study. in Volatility: New Estimation Techniques for Pricing Derivatives. Risk Books, London, pp. 95-108.

APA

Taylor, S. J. (1998). Modelling stochastic volatility: a review and comparative study. In Volatility: New Estimation Techniques for Pricing Derivatives (pp. 95-108). Risk Books.

Vancouver

Taylor SJ. Modelling stochastic volatility: a review and comparative study. In Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books. 1998. p. 95-108

Author

Taylor, S J. / Modelling stochastic volatility: a review and comparative study. Volatility: New Estimation Techniques for Pricing Derivatives. London : Risk Books, 1998. pp. 95-108

Bibtex

@inbook{6f697d51640a4c2285a52c61c6b6a2a6,

title = "Modelling stochastic volatility: a review and comparative study",

author = "Taylor, {S J}",

year = "1998",

language = "English",

isbn = "1-899332-46-4",

pages = "95--108",

booktitle = "Volatility: New Estimation Techniques for Pricing Derivatives",

publisher = "Risk Books",

}

RIS

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 -

Research