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

Claudia KlÃ¼ppelberg, Ross Maller, Alexander Szimayer

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Surveys in Stochastic Processes
Editors	Jochen Blath, Peter Imkeller, Sylvie RÅ“lly
Place of Publication	ZÃ¼rich Switzerland
Publisher	European Mathematical Society Publishing House
Pages	29-58
Volume	1
ISBN (Print)	9783037190722
DOIs	https://doi.org/10.2139/ssrn.1538115
Publication status	Published - 2011

Access to Document

@inbook{e8464ddccbe3433cb298fac330a73c99,

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

author = "Claudia Kl{\~A}¼ppelberg and Ross Maller and Alexander Szimayer",

year = "2011",

doi = "10.2139/ssrn.1538115",

language = "English",

isbn = "9783037190722",

volume = "1",

pages = "29--58",

editor = "{Jochen Blath, Peter Imkeller, Sylvie R{\AA}“lly}",

booktitle = "Surveys in Stochastic Processes",

publisher = "European Mathematical Society Publishing House",

}

The COGARCH: a review, with news on option pricing and statistical inference. / KlÃ¼ppelberg, Claudia; Maller, Ross; Szimayer, Alexander.
Surveys in Stochastic Processes. ed. / Jochen Blath, Peter Imkeller, Sylvie RÅ“lly. Vol. 1 ZÃ¼rich Switzerland: European Mathematical Society Publishing House, 2011. p. 29-58.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

T1 - The COGARCH: a review, with news on option pricing and statistical inference

AU - KlÃ¼ppelberg, Claudia

AU - Maller, Ross

AU - Szimayer, Alexander

PY - 2011

Y1 - 2011

U2 - 10.2139/ssrn.1538115

DO - 10.2139/ssrn.1538115

M3 - Chapter

SN - 9783037190722

VL - 1

SP - 29

EP - 58

BT - Surveys in Stochastic Processes

A2 - null, Jochen Blath, Peter Imkeller, Sylvie RÅ“lly

PB - European Mathematical Society Publishing House

CY - ZÃ¼rich Switzerland

ER -