Mean-reverting stochastic volatility
Year of publication: |
2000
|
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Authors: | Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 3.2000, 1, p. 101-142
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Derivat | Derivative | CAPM | Theorie | Theory |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: International journal of theoretical and applied finance |
Source: | ECONIS - Online Catalogue of the ZBW |
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