Valuing Volatility and Variance Swaps for a Non-Gaussian Ornstein-Uhlenbeck Stochastic Volatility Model

By Benth Fred Espen   Groth Martin   Kufakunesu Rodwell  

Applied Mathematical Finance, Vol. 14, Iss. 4, 2007-09 ,pp. : 347-363

Routledge Ltd

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Exact asymptotic bias for estimators of the Ornstein-Uhlenbeck process

By Bosq Denis  

Statistical Inference for Stochastic Processes, Vol. 13, Iss. 2, 2010-06 ,pp. : 133-145

Springer Publishing Company

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Random Broken Lines That Weakly Converge to a Fractional Ornstein-Uhlenbeck Process

By Liber A.   Rusakov O.  

Journal of Mathematical Sciences, Vol. 128, Iss. 1, 2005-07 ,pp. : 2569-2577

Springer Publishing Company

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Ergodicity and Parameter Estimates for Infinite-Dimensional Fractional Ornstein-Uhlenbeck Process

By Maslowski Bohdan   Pospíšil Jan  

Applied Mathematics and Optimization, Vol. 57, Iss. 3, 2008-06 ,pp. : 401-429

Springer Publishing Company

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Uniform Rate of Weak Convergence of the Minimum Contrast Estimator in the Ornstein-Uhlenbeck Process

By Bishwal Jaya  

Methodology And Computing In Applied Probability, Vol. 12, Iss. 3, 2010-09 ,pp. : 323-334

Springer Publishing Company

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