Asymptotic analysis of stochastic volatility models
Henrik Rasmussen and Paul Wilmott
| Year of publication: |
2002
|
|---|---|
| Authors: | Rasmussen, Henrik ; Wilmott, Paul |
| Published in: |
New directions in mathematical finance. - Chichester : Wiley, ISBN 0-471-49817-3. - 2002, p. 19-31
|
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001736545