Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Year of publication: |
Nov. 2002 ; [Elektronische Ressource]
|
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Other Persons: | Cheng, Peng (contributor) ; Scaillet, Olivier (contributor) |
Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
Publisher: |
Genève : FAME |
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve |
Extent: | Online-Ressource, 49, [11] p. = 2451 Kb, text |
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Series: | FAME research paper series. - Geneva, 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 |
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