Imperial College London

ProfessorAlmutVeraart

Faculty of Natural SciencesDepartment of Mathematics

Head of the Statistics Section, Professor of Statistics
 
 
 
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Contact

 

+44 (0)20 7594 8545a.veraart Website

 
 
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Location

 

551Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Veraart:2012:10.1007/s10436-010-0157-3,
author = {Veraart, AED and Veraart, LAM},
doi = {10.1007/s10436-010-0157-3},
journal = {Annals of Finance},
pages = {205--233},
title = {Stochastic volatility and stochastic leverage},
url = {http://dx.doi.org/10.1007/s10436-010-0157-3},
volume = {8},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Veraart,AED
AU - Veraart,LAM
DO - 10.1007/s10436-010-0157-3
EP - 233
PY - 2012///
SP - 205
TI - Stochastic volatility and stochastic leverage
T2 - Annals of Finance
UR - http://dx.doi.org/10.1007/s10436-010-0157-3
VL - 8
ER -