Derivatives in financial markets with stochastic volatility
Jean-Pierre Fouque ; George Papanicolaou ; K. Ronnie Sircar
| Year of publication: |
2000
|
|---|---|
| Authors: | Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie |
| Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
| Subject: | Derivat <Wertpapier> | Sicherheit | Volatilität | Stochastisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XIV, 201 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-521-79163-4 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004719518