A non-Markov model for volatility jumps
V. Arunachalam; L. Blanco; S. Dharmaraja
| Year of publication: |
2011
|
|---|---|
| Authors: | Arunachalam, V. ; Blanco Castañeda, Liliana ; Dharmaraja, S. |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 2.2011, 3, p. 223-235
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009389612