Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Maße
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30 cm
- Umfang
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30 S.
- Sprache
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Englisch
- Anmerkungen
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Literaturangaben
- Erschienen in
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik ; No. 1631
- Klassifikation
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Mathematik
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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WIAS
- (wann)
-
2011
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.06.2025, 13:46 MESZ
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Beteiligte
Entstanden
- 2011
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