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.

QA274 / .S824 2005

519.2/3