Jun Yu, Zhenlin Yang. A Class of Nonlinear Stochastic Volatility Models. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]
@inproceedings{YuY06:1,
title = {A Class of Nonlinear Stochastic Volatility Models},
author = {Jun Yu and Zhenlin Yang},
year = {2006},
doi = {10.2991/jcis.2006.87},
url = {http://dx.doi.org/10.2991/jcis.2006.87},
tags = {meta-model, Meta-Environment},
researchr = {https://researchr.org/publication/YuY06%3A1},
cites = {0},
citedby = {0},
booktitle = {Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006},
publisher = {Atlantis Press},
isbn = {90-78677-01-5},
}