Free Access
Issue
ESAIM: PS
Volume 4, 2000
Page(s) 205 - 227
DOI https://doi.org/10.1051/ps:2000105
Published online 15 August 2002
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  9. B. Leblanc, Modélisation de la Volatilité d'un Actif Financier et Applications. Thèse, Université Paris 7 (1997).
  10. M. Lefebvre, On the inverse of the first hitting time problem for bidimensional processes. J. Appl. Probab. 34 (1997) 610-622. [CrossRef] [MathSciNet]
  11. S. Pastorello, E. Renault and N. Touzi, Statistical inference for random variance option pricing. Southern European Economics Discussion Series, D.P.136 (1994).
  12. D. Revuz and M. Yor, Continuous Martingales and Brownian Motion. Springer-Verlag, Berlin Heidelberg, second edition (1994).

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