GARCH models as diffusion approximation : a simulation approach for currency hedging using options
Rosella Castellano and Francesca Di Ottavio
| Year of publication: |
1997
|
|---|---|
| Authors: | Castellano, Rosella |
| Other Persons: | DiOttavio, Francesca (contributor) |
| Published in: |
New operational approaches for financial modelling. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1043-6. - 1997, p. 297-310
|
| Subject: | Währungsmanagement | Foreign exchange management | Hedging | Devisenoption | Currency option | Stochastischer Prozess | Stochastic process | Simulation | Schätztheorie | Estimation theory | Theorie | Theory |
| 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/10001299211