Modeling long-memory stochastic volatility
by Pedro de Lima ; F. Jay Breidt and Nuno Crato
| Year of publication: |
1994
|
|---|---|
| Authors: | DeLima, Pedro J. F. ; Breidt, F. Jay ; Crato, Nuno |
| Publisher: |
Baltimore, MD |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 23 S. : graph. Darst |
|---|---|
| Series: | Working papers in economics. - Baltimore, Md., ZDB-ID 2618645-7. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000908766