Stock index futures markets : stochastic volatility models and smiles
Robert G. Tompkins
| Year of publication: |
2001
|
|---|---|
| Authors: | Tompkins, Robert G. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 1, p. 43-78
|
| Subject: | Index-Futures | Index futures | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States | Deutschland | Germany | Großbritannien | United Kingdom | Japan | 1990-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001537233