Malliavin calculus for the estimation of the U.S. dollar/euro exchange rate when the volatility is stochastic
Year of publication: |
2006
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Authors: | Abutaleb, Ahmed ; Papaioannou, Michael G. |
Published in: |
Global information technology and competitive financial alliances. - Hershey, Pa. [u.a.] : Idea Group Publ., ISBN 1-59140-881-4. - 2006, p. 71-101
|
Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Stochastischer Prozess | Stochastic process | US-Dollar | US dollar | Schätzung | Estimation | Schätztheorie | Estimation theory | USA | United States |
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