Pricing and Risk Management with Stochastic Volatility Using Importance Sampling
Year of publication: |
2014
|
---|---|
Authors: | Stilger, Przemyslaw Stan |
Other Persons: | Acomb, Simon (contributor) ; Poon, Ser-Huang (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Risikomanagement | Risk management | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (31 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 20, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2168415 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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