An empirical comparison of alternative stochastic volatility models
Michael Belledin ; Christian Schlag
| Year of publication: |
1999 ; Current version: June 1, 1999
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|---|---|
| Authors: | Belledin, Michael ; Schlag, Christian |
| Publisher: |
Frankfurt am Main |
| Subject: | Optionspreistheorie | Volatilität | Stochastisches Modell | Stochastische Optimierung |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 35 Bl. : graph. Darst. |
|---|---|
| Series: | Working paper series / Johann-Wolfgang-Goethe-Universität Frankfurt am Main, Fachbereich Wirtschafswissenschaften / Finance & accounting. - Frankfurt am Main, ISSN 1434-3401. - Vol. 38 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004001222