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~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Universidad de Buenos Aires / Carrera de Economía"
~subject:"Konferenz"
~subject:"Volatilität"
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06.11.1995
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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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Trabajos presentados en las primeras Jornadas de Investigación en Economía
In:
Desarrollo económico : revista de ciencias sociales
36
(
1996
)
Persistent link: https://www.econbiz.de/10001202482
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Trabajos presentados en las segundas Jornadas de Investigación en Economía
1998
Persistent link: https://www.econbiz.de/10001256099
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