Dynamic Discrete Mixtures for High Frequency Prices
Year of publication: |
2019
|
---|---|
Authors: | Catania, Leopoldo |
Other Persons: | Di Mari, Roberto (contributor) ; Santucci de Magistris, Paolo (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 8, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3349118 [DOI] |
Classification: | c38 ; C60 - Mathematical Methods and Programming. General ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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