A test for a parametric form of the volatility in second-order diffusion models
Crossref DOI link: https://doi.org/10.1007/s00180-016-0685-z
Published Online: 2016-09-20
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Yan, Tianshun
Mei, Changlin
License valid from 2016-09-20