Click here for immediate access to the latest key research articles

Optimal approximations of power laws with exponentials: application to volatility models with long memory 

Authors: Thierry Bochud ^a; Damien Challet ^b

Affiliations:	a Nestl Capital Advisers, 1800 Vevey, Switzerland
	b Nomura Centre for Quantitative Finance, Mathematical Institute, Oxford University, Oxford, UK

DOI: 10.1080/14697680701278291

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 7, Issue 6 December 2007 , pages 585 - 589

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Optimal approximations of power laws with exponentials: application to volatility models with long memory'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.