Stochastic volatility in financial markets : crossing the bridge to continuous time
Fabio Fornari and Antonio Mele
| Year of publication: |
c2000
|
|---|---|
| Authors: | Fornari, Fabio ; Mele, Antonio |
| Publisher: |
Boston, Mass. [u.a.] : Kluwer Academic Publishers |
| Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Kapitalmarkt | Ökonometrisches Modell | Stochastische Analysis | Kreditmarkt |
| Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
