Jumps and stochastic volatility: exchange rate processes implicit in PHLX Deutschemark options
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, MA
1993
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4596 |
| Schlagworte: | |
| Beschreibung: | 41, [13] S. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| geographic | Deutschland |
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| id | DE-604.BV009532879 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:36:38Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006294843 |
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| physical | 41, [13] S. graph. Darst. |
| publishDate | 1993 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Bates, David S. Verfasser aut Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates Cambridge, MA 1993 41, [13] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4596 Mathematisches Modell Foreign exchange Germany Mathematical models Deutschland National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4596 (DE-604)BV002801238 4596 |
| spellingShingle | Bates, David S. Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Mathematisches Modell Foreign exchange Germany Mathematical models |
| title | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_auth | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_exact_search | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options |
| title_full | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_fullStr | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_full_unstemmed | Jumps and stochastic volatility exchange rate processes implicit in PHLX Deutschemark options David S. Bates |
| title_short | Jumps and stochastic volatility |
| title_sort | jumps and stochastic volatility exchange rate processes implicit in phlx deutschemark options |
| title_sub | exchange rate processes implicit in PHLX Deutschemark options |
| topic | Mathematisches Modell Foreign exchange Germany Mathematical models |
| topic_facet | Mathematisches Modell Foreign exchange Germany Mathematical models Deutschland |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT batesdavids jumpsandstochasticvolatilityexchangerateprocessesimplicitinphlxdeutschemarkoptions |