An entropy approach to the Stein and Stein model with correlation
Thorsten Rheinländer
| Year of publication: |
2005
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|---|---|
| Authors: | Rheinländer, Thorsten |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 3, p. 399-413
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| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Martingal | Martingale |
| 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/10002946727