Solving asset pricing models with stochastic volatility
Oliver de Groot (Board of Govenors of the Federal System, Washington, DC, United States)
| Year of publication: |
March 2015
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|---|---|
| Authors: | De Groot, Oliver |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 52.2015, p. 308-321
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| Subject: | Endowment model | Price-dividend ratio | Closed-form solution | Numerical methods | CAPM | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Dividende | Dividend | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis | Börsenkurs | Share price |
| 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://ebvufind01.dmz1.zbw.eu/10011474217