Stochastic volatility
Eric Ghysels, Andrew C. Harvey and Eric Renault
| Year of publication: |
1996
|
|---|---|
| Authors: | Ghysels, Eric |
| Other Persons: | Harvey, Andrew C. (contributor) ; Renault, Eric (contributor) |
| Published in: |
Statistical methods in finance. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-81964-9. - 1996, p. 119-191
|
| Subject: | Derivat | Derivative | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001320263