Local risk-minimization for Barndorff-Nielsen and Shephard models with volatility risk premium
Takuji Arai
| Year of publication: |
2016
|
|---|---|
| Authors: | Arai, Takuji |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 20.2016, p. 3-22
|
| Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/978-981-10-0476-6_1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011491011