Arbeitspapier
An Empirical Comparison of Alternative Stochastic Volatility Models
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Paper Series: Finance & Accounting ; No. 38
- Classification
-
Wirtschaft
- Subject
-
numerical optimization
option pricing
stochastic volability
Optionspreistheorie
Volatilität
Stochastischer Prozess
Vergleich
Index-Futures
Schätzung
Theorie
Theorie
Deutschland
- Event
-
Geistige Schöpfung
- (who)
-
Belledin, Michael
Schlag, Christian
- Event
-
Veröffentlichung
- (who)
-
Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
- (where)
-
Frankfurt a. M.
- (when)
-
1999
- Handle
- URN
-
urn:nbn:de:hebis:30-18223
- Last update
-
19.05.20252025, 12:45 PM CEST
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Belledin, Michael
- Schlag, Christian
- Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften
Time of origin
- 1999
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