Calibration of Heston's stochastic volatility model to an empirical density using a genetic algorithm
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Deutsch
- Erschienen in
-
Forschung am ivwKöln ; 3/2015
- Klassifikation
-
Wirtschaft
- Schlagwort
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Dichte
- Ereignis
-
Veröffentlichung
- (wo)
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Köln
- (wer)
-
Bibliothek der Technischen Hochschule Köln
- (wann)
-
2015
- Urheber
-
Dolgov, Urij
- URN
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urn:nbn:de:hbz:832-cos-795
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:44 MEZ
Datenpartner
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Beteiligte
- Dolgov, Urij
- Bibliothek der Technischen Hochschule Köln
Entstanden
- 2015
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