Modeling ultra-high-frequency data : the S&P 500 index future
Marco Minozzo and Silvia Centanni
| Year of publication: |
2008
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|---|---|
| Authors: | Minozzo, Marco ; Centanni, Silvia |
| Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 165-172
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| Subject: | Index-Futures | Index futures | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
| 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/10003838556