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~accessRights:"restricted"
~person:"Hess, Markus"
~person:"Judd, Kenneth L."
~person:"Platen, Eckhard"
~subject:"Allgemeines Gleichgewicht"
~subject:"Barndorff-Nielsen-Shephard (BNS) stochastic volatility model"
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Allgemeines Gleichgewicht
Barndorff-Nielsen-Shephard (BNS) stochastic volatility model
Analysis
7
Mathematical analysis
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Option pricing theory
6
Optionspreistheorie
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Stochastic process
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information premium
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enlarged filtration
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stochastic differential equation
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Hess, Markus
Judd, Kenneth L.
Platen, Eckhard
Cai, Yongyang
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Lontzek, Thomas
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Porto, Massimiliano
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Continuous-time methods for integrated assessment models
Cai, Yongyang
;
Judd, Kenneth L.
;
Lontzek, Thomas
-
2012
Persistent link: https://www.econbiz.de/10009628119
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