Monografie
Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis
- Sprache
-
Englisch
- Identifier
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1206817119
Thema
Wirtschaft; Optionspreistheorie; Börsenkurs; Volatilität; Stochastischer Prozess; ARCH-Prozess; GARCH-Prozess; Schätzung; Deutschland
Beteiligte Personen und Organisationen
- DOI
-
10.18452/3274
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:53 MEZ
Objekttyp
- Monografie
Beteiligte
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