An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration
Research output: Contribution to conference › Poster › Research
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An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration. / McGhee, William Alexander.
2011. Poster session presented at ICBI Global Derivatives and Risk Management.Research output: Contribution to conference › Poster › Research
Harvard
McGhee, WA 2011, 'An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration', ICBI Global Derivatives and Risk Management, 14/04/2011.
APA
McGhee, W. A. (2011). An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration. Poster session presented at ICBI Global Derivatives and Risk Management.
Vancouver
McGhee WA. An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration. 2011. Poster session presented at ICBI Global Derivatives and Risk Management.
Author
Bibtex
@conference{9f1cc6b09b82440fa2b07ac002f7cf00,
title = "An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration",
author = "McGhee, {William Alexander}",
year = "2011",
language = "English",
note = "ICBI Global Derivatives and Risk Management ; Conference date: 14-04-2011",
}
RIS
TY - CONF
T1 - An Efficient Implementation of Stochastic Volatility by the Method of Conditional Integration
AU - McGhee, William Alexander
PY - 2011
Y1 - 2011
M3 - Poster
T2 - ICBI Global Derivatives and Risk Management
Y2 - 14 April 2011
ER -
ID: 252610020