A Sequential Quadratic Programming Method For Volatility Estimation In Option Pricing
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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A Sequential Quadratic Programming Method For Volatility Estimation In Option Pricing ; 2006/02
CoFE discussion papers / Zentrum für Finanzen und Ökonometrie ; 2006/02
- Klassifikation
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Wirtschaft
- URN
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urn:nbn:de:bsz:352-opus-18793
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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14.08.2025, 10:52 MESZ
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