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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 proceeding › Chapter › peer-review

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

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