Stochastic Volatility Jump-Diffusions for Equity Index Dynamics
Year of publication: |
2010-08
|
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Authors: | Kaeck, Andreas ; Alexander, Carol |
Institutions: | Henley Business School, University of Reading |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number icma-dp2010-06 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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