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Applied Quantitative Finance

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Attention for Chapter 15: Locally time homogeneous time series modeling
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Chapter title
Locally time homogeneous time series modeling
Chapter number 15
Book title
Applied Quantitative Finance
Published by
Springer, Berlin, Heidelberg, January 2002
DOI 10.1007/978-3-662-05021-7_15
Book ISBNs
978-3-54-043460-3, 978-3-66-205021-7
Authors

Danilo Mercurio, Mercurio, Danilo

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