Details about Vyacheslav Abramov
Access statistics for papers by Vyacheslav Abramov.
Last updated 2013-03-30. Update your information in the RePEc Author Service.
Short-id: pab79
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Journal Articles
Working Papers
2010
- The Euler-Maruyama approximations for the CEV model
Papers, arXiv.org
2006
- Forecasting and testing a non-constant volatility
MPRA Paper, University Library of Munich, Germany
Journal Articles
2007
- Estimation and Prediction of a Non-Constant Volatility
Asia-Pacific Financial Markets, 2007, 14, (1), 1-23