Robust general equilibrium under stochastic volatility model
Weidong Xu; Chongfeng Wu; Hongyi Li
| Year of publication: |
2010
|
|---|---|
| Authors: | Xu, Weidong ; Wu, Chongfeng ; Li, Hongyi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 7.2010, 4, p. 224-231
|
| Subject: | Allgemeines Gleichgewicht | General equilibrium | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272750