Generalized volatility-stabilized processes
Radka Picková
| Year of publication: |
2014
|
|---|---|
| Authors: | Picková, Radka |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 1, p. 101-125
|
| Subject: | Stochastic differential equations | Time-change | Stochastic portfolio theory | Arbitrage | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Analysis | Mathematical analysis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010244577