The COGARCH: a review, with news on option pricing and statistical inference

2011 ◽  
pp. 29-58 ◽  
Author(s):  
Claudia Klüppelberg ◽  
Ross Maller ◽  
Alexander Szimayer
Keyword(s):  
Option Pricing ◽  
Statistical Inference

scholarly journals Statistical Inference for Random-Variance Option Pricing

2000 ◽  
Vol 18 (3) ◽  
pp. 358 ◽  
Author(s):  
Sergio Pastorello ◽  
Eric Renault ◽  
Nizar Touzi
Keyword(s):  
Option Pricing ◽  
Statistical Inference ◽  
Variance Option ◽  
Random Variance

scholarly journals Statistical Inference for Random-Variance Option Pricing

2000 ◽  
Vol 18 (3) ◽  
pp. 358-367 ◽  
Author(s):  
Sergio Pastorello ◽  
Eric Renault ◽  
Nizar Touzi
Keyword(s):  
Option Pricing ◽  
Statistical Inference ◽  
Variance Option ◽  
Random Variance

Statistical Inference for Measurement Models

1970 ◽  
Vol 15 (6) ◽  
pp. 402, 404-405
Author(s):  
ROBERT E. DEAR
Keyword(s):  
Statistical Inference ◽  
Measurement Models
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