Forward prices in markets driven by continuous-time autoregressive processes
Fred Espen Benth and Ana Solanilla Blanco
| Year of publication: |
2014
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|---|---|
| Authors: | Benth, Fred Espen ; Blanco, Ana Solanilla |
| Published in: |
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012. - Singapore [u.a.] : World Scientific Publ., ISBN 981-4571-63-6. - 2014, p. 1-24
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| Subject: | Stochastischer Prozess | Stochastic process | Autokorrelation | Autocorrelation | Derivat | Derivative | Schätztheorie | Estimation theory | Preismanagement | Pricing strategy | Volatilität | Volatility |
| 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://ebvufind01.dmz1.zbw.eu/10010359912