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1 Ergebnisse
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VIX computation based on affine stochastic volatility model..:
, In:
Handbook of recent advances in commodity and financial modeling / Giorgio Consigli, Silvana Stefani, Giovanni Zambruno, editors
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
. (2018) - p. 141-164
Exemplar:
Zentrale:E02
a swl 189/478
RT Journal Article T1 <Title>VIX computation based on affine stochastic volatility models in discrete time</Title> UL https://suche.suub.uni-bremen.de/peid=B103076582&Exemplar=1&LAN=DE A1 Hitaj, A. A1 Mercuri, L. A1 Rroji, E. YR 2018 JF Handbook of recent advances in commodity and financial modeling / Giorgio Consigli, Silvana Stefani, Giovanni Zambruno, editors SP 141 OP 164 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=1694812421* CN E02: a swl 189/478 SF ELIB - SuUB Bremen
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