Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Peng Cheng; Olivier Scaillet
| Year of publication: |
Nov. 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Cheng, Peng (contributor) ; Scaillet, Olivier (contributor) |
| Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve |
| Extent: | Online-Ressource, 49, [11] p. = 2451 Kb, text |
|---|---|
| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 67 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790927