Mean-reverting stochastic volatility
Jean-Pierre Fouque; George Papanicolaou; K. Ronne Sircar
| Year of publication: |
2000
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 1, p. 101-142
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Derivat | Derivative | CAPM | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001488358