Stochastic Volatility of Financial Assets and Default Risk
Year of publication: |
2014
|
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Authors: | Katz, Yuri A. |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 28, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2488711 [DOI] |
Classification: | C22 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing ; G33 - Bankruptcy; Liquidation |
Source: | ECONIS - Online Catalogue of the ZBW |
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