Asymptotic equivalence of discretely observed geometric Brownian motion to a Gaussian shift
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
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In: Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Band 1999, Ausgabe 59, 1999
- Schlagwort
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Stochastischer Prozess
Analysis
Volatilität
Theorie
Stochastischer Prozess
Analysis
Volatilität
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2005
- Urheber
- DOI
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10.18452/3275
- URN
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urn:nbn:de:kobv:11-10046497
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:49 MEZ
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Beteiligte
- Butucea, Cristina
- Nussbaum, Michael
- Humboldt-Universität zu Berlin
Entstanden
- 2005
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