Stochastic volatility : risk minimization and model risk
Christian-Oliver Ewald; Rolf Poulsen; Klaus Reiner Schenk-Hoppé
| Year of publication: |
6 Febr. 2007
|
|---|---|
| Other Persons: | Ewald, Christian-Oliver (contributor) ; Poulsen, Rolf (contributor) ; Schenk-Hoppé, Klaus Reiner (contributor) |
| Publisher: |
Genève : Swiss Finance Inst. |
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
freely available
| Extent: | Online-Ressource, 18 S., Text graph. Darst. |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 07-10 |
| 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/10003549908