Arbeitspapier
An Empirical Comparison of Alternative Stochastic Volatility Models
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper Series: Finance & Accounting ; No. 38
- Klassifikation
-
Wirtschaft
- Thema
-
numerical optimization
option pricing
stochastic volability
Optionspreistheorie
Volatilität
Stochastischer Prozess
Vergleich
Index-Futures
Schätzung
Theorie
Theorie
Deutschland
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Belledin, Michael
Schlag, Christian
- Ereignis
-
Veröffentlichung
- (wer)
-
Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
- (wo)
-
Frankfurt a. M.
- (wann)
-
1999
- Handle
- URN
-
urn:nbn:de:hebis:30-18223
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Belledin, Michael
- Schlag, Christian
- Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
Entstanden
- 1999
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