Uncertain parameters, an empirical stochastic volatility model and confidence limits
by Asli Oztukel and Paul Wilmott
| Year of publication: |
1999
|
|---|---|
| Authors: | Oztukel, Asli ; Wilmott, Paul |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
| Extent: | Online-Ressource (PDF-Datei: 12 S., 76 kB ) graph. Darst. |
|---|---|
| Series: | Mathematical finance. - Oxford, ZDB-ID 2485418-9. - Vol. 1999,19 |
| 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/10009582829