Computation of volatility in stochastic volatility models with high frequency data
Emilio Barucci; Maria Elvira Mancino
| Year of publication: |
2010
|
|---|---|
| Authors: | Barucci, Emilio ; Mancino, Maria Elvira |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 5, p. 767-787
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory | Stochastische Volatilität | Stochastic volatility |
| 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://ebvufind01.dmz1.zbw.eu/10008904328