@INPROCEEDINGS{TorunSSPW2011,
author={Torun, M.U. and Akansu, A.N.},
booktitle={Statistical Signal Processing Workshop (SSP), 2011 IEEE},
title={On basic price model and volatility in multiple frequencies},
year={2011},
month={June},
volume={},
number={},
pages={45 -48},
keywords={Black-Scholes equation;GARCH models;Heston model;price modeling;risk metrics;volatility estimation;econometrics;pricing;},
doi={10.1109/SSP.2011.5967731},
ISSN={},}