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"Stochastic volatility, jumps and hidden time changes."

Hélyette Geman, Dilip B. Madan, Marc Yor (2002)

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DOI: 10.1007/S780-002-8401-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/fs/GemanMY02
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  - https://dblp.org/rec/journals/fs/GemanMY02
Hélyette Geman, Dilip B. Madan, Marc Yor:
Stochastic volatility, jumps and hidden time changes. Finance Stochastics 6(1): 63-90 (2002)

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