Stochastic equity volatility related to the leverage effect
Year of publication: |
1994
|
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Authors: | Bensoussan, Alain ; Crouhy, Michel ; Galai, Dan |
Institutions: | Chambre de commerce et d'industrie de Paris (contributor) |
Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
Subject: | Volatilität | Volatility | Experiment | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Stochastischer Prozess | Stochastic process | Kapitalstruktur | Capital structure |
Extent: | 85 S |
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Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 528 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 2-85418-528-5 |
Source: | ECONIS - Online Catalogue of the ZBW |
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