Scientific article
Moments structure of ℓ 1-stochastic volatility models
ContributorsNeto, David; Sardy, Sylvain
Published inQuality and Quantity, vol. 46, no. 6, p. 1947-1952
Collection
- Open Access - Licence nationale Springer
Publication date2012
Citation (ISO format)
NETO, David, SARDY, Sylvain. Moments structure of ℓ 1-stochastic volatility models. In: Quality and Quantity, 2012, vol. 46, n° 6, p. 1947–1952. doi: 10.1007/s11135-011-9459-4
Main files (1)
Article (Published version)
Identifiers
- PID : unige:111383
- DOI : 10.1007/s11135-011-9459-4
Journal ISSN0033-5177
