Modeling ultra-high-frequency data : the S&P 500 index future
Year of publication: |
2008
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Authors: | Minozzo, Marco ; Centanni, Silvia |
Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 165-172
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Subject: | Index-Futures | Index futures | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
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