Simulation of diversified portfolios in a continuous financial market
Eckhard Platen and Renata Rendek
| Year of publication: |
2010
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|---|---|
| Authors: | Platen, Eckhard ; Rendek, Renata |
| Publisher: |
Sydney : Quantitative Finance Research Centre, School of Finance and Economics, Univ. of Techn. |
| Subject: | Ornstein-Uhlenbeck volatility | Portfolio-Management | Portfolio selection | Black-Scholes-Modell | Black-Scholes model | ARCH-Modell | ARCH model | Theorie | Theory | Stochastische Volatilität | Stochastic volatility |
| Extent: | Online-Ressource (28 S., 1.89 Mb) graph. Darst. |
|---|---|
| Series: | Research paper / Quantitative Finance Research Centre, University of Technology Sydney. - Sydney : School of Finance and Economics, Univ. of Technology, ZDB-ID 2163446-4. - Vol. 282 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008663093