A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Alessandro Pollastri, Paulo Rodrigues, Christian Schlag, Norman Seeger
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Pollastri, Alessandro ; Rodrigues, Paulo Jorge Maurício ; Schlag, Christian ; Seeger, Norman |
| Publisher: |
[Tilburg] : Netspar, Network for Studies on Pensions, Aging and Retirement |
| Subject: | Jump-diffusion models | Individual stocks | Markov Chain Monte Carlo | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Aktienindex | Stock index | Schätzung | Estimation | Optionspreistheorie | Option pricing theory |
freely available
| Extent: | 1 Online-Ressource (circa 21 Seiten) Illustrationen |
|---|---|
| Series: | Netspar academic series. - [Tilburg] : [Netspar, Network for Studies on Pensions, Aging and Retirement], ZDB-ID 3051979-2. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448099