An Empirical Comparison of Alternative Stochastic Volatility Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Belledin, Michael ; Schlag, Christian |
| Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
| Subject: | Optionspreistheorie | Volatilität | Stochastischer Prozess | Vergleich | Index-Futures | Schätzung | Theorie | Deutschland | numerical optimization | option pricing | stochastic volability |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/76939 [Handle] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010316281