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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Andrikopoulos, Alexandru"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~subject:"Swap"
~type_genre:"Aufsatz im Buch"
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Corsi, Fulvio
Andrikopoulos, Alexandru
Hautsch, Nikolaus
Koopman, Siem Jan
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Application of operations research to financial markets
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Handbook of financial time series
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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