Stochastic volatility : selected readings /
edited by Neil Shephard.
- Oxford ; New York : Oxford University Press, c2005.
- viii, 525 p. : ill. ; 25 cm.
- Advanced texts in econometrics .
Includes bibliographical references and indexes.
0199257191 (hbk) 0199257205 (pbk)
2005299546
Stochastic processes. Finance--Mathematical models. Money market--Mathematical models. Capital market--Mathematical models.