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

Claudia Klüppelberg, Ross Maller, Alexander Szimayer

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Original languageEnglish
    Title of host publicationSurveys in Stochastic Processes
    EditorsJochen Blath, Peter Imkeller, Sylvie RÅ“lly
    Place of PublicationZürich Switzerland
    PublisherEuropean Mathematical Society Publishing House
    Pages29-58
    Volume1
    ISBN (Print)9783037190722
    DOIs
    Publication statusPublished - 2011

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