Estimation of stochastic volatility in the hull-white model
Shinichi Aihara and Arunabha Bagchi
| Year of publication: |
2000
|
|---|---|
| Authors: | Aihara, Shinichi ; Bagchi, Arunabha |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 7.2000, 3, p. 153-181
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Applied mathematical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001590456