gradinaru.nourdin:08:stochastic¶
BibTeX Entry:
@article{gradinaru.nourdin:08:stochastic,
author = {Gradinaru, Mihai and Nourdin, Ivan},
fjournal = {Probability and Mathematical Statistics},
issn = {0208-4147},
journal = {Probab. Math. Statist.},
mrclass = {62M02 (60F05 60F15 60H10 62L20)},
mrnumber = {2445501},
mrreviewer = {Jaya P. N. Bishwal},
number = {1},
pages = {1--19},
title = {Stochastic volatility: approximation and goodness-of-fit test},
volume = {28},
year = {2008}
}