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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Andrikopoulos, Alexandru"
~subject:"Varianzanalyse"
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Zeitreihenanalyse
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Andrikopoulos, Alexandru
Gredenhoff, Mikael P.
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Application of operations research to financial markets
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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