Computational finance for stochastic volatility and correlation
Jun Ma
| Year of publication: |
2011
|
|---|---|
| Authors: | Ma, Jun |
| Published in: |
Financial asset pricing : theory, global policy and dynamics. - New York, N.Y. : Nova Science Publishers, ISBN 1-61122-803-4. - 2011, p. 123-152
|
| Subject: | Volatilität | Volatility | Korrelation | Correlation | Stochastischer Prozess | Stochastic process | CAPM | Wechselkurs | Exchange rate | Euro | US-Dollar | US dollar | Yen |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520341