Derivative asset analysis in models with level-dependent and stochastic volatility
Year of publication: |
1997
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Authors: | Frey, Rüdiger |
Published in: | |
Publisher: |
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Statistik | Wirtschaftsstatistik | Economic statistics | Volatilität | Messung | Measurement |
Extent: | 390144 bytes 32 p. application/pdf |
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Type of publication: | Article |
Language: | English |
Notes: | Der Sfb 303 ist ein abgeschlossenes Projekt und per URL nicht mehr zu erreichen |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Corporate statistics and corporate cost accounting ; Individual Articles ; No country specification |
Source: | USB Cologne (business full texts) |
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