Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Peng Cheng and Olivier Scaillet
| Year of publication: |
2003 ; [Elektronische Ressource], rev
|
|---|---|
| Other Persons: | Cheng, Peng (contributor) ; Scaillet, Olivier (contributor) |
| Institutions: | Unité Mixte de Recherche Théorie Economique, Modélisation et Applications (contributor) |
| Publisher: |
Paris [u.a.] : Université Paris X-Nanterre, THEMA [u.a.] |
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve |
| Extent: | Online-Ressource, 49, [10] p., text ill |
|---|---|
| Series: | Documents de travail / THEMA. - Paris [u.a.] : Université Paris X-Nanterre, THEMA [u.a.]. - Vol. 2003,29 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001906852