Malliavin calculus for the estimation of the U.S. dollar/euro exchange rate when the volatility is stochastic
Ahmed Abutaleb; Michael Papaioannou
| Year of publication: |
2006
|
|---|---|
| Authors: | Abutaleb, Ahmed ; Papaioannou, Michael G. |
| Published in: |
Global information technology and competitive financial alliances. - Hershey, Pa. [u.a.] : Idea Group Publ., ISBN 1-59140-881-4. - 2006, p. 71-101
|
| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Theorie | Theory | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Euro | USA | United States | US-Dollar | US dollar | Kaufkraftparität | Purchasing power parity |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10003380428