Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Sonderforschungsbereich 373
1999
|
| Schriftenreihe: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper
1999,58 |
| Beschreibung: | 25 S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Hafner, Christian M. |d 1967- |e Verfasser |0 (DE-588)115629793 |4 aut | |
| 245 | 1 | 0 | |a Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis |c Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| 264 | 1 | |a Berlin |b Sonderforschungsbereich 373 |c 1999 | |
| 300 | |a 25 S. |b graph. Darst. | ||
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| 490 | 1 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |v 1999,58 | |
| 700 | 1 | |a Herwartz, Helmut |e Verfasser |4 aut | |
| 830 | 0 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |v 1999,58 |w (DE-604)BV012925295 |9 1999,58 | |
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Datensatz im Suchindex
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| author | Hafner, Christian M. 1967- Herwartz, Helmut |
| author_GND | (DE-588)115629793 |
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| author_sort | Hafner, Christian M. 1967- |
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| building | Verbundindex |
| bvnumber | BV012899562 |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:35:41Z |
| institution | BVB |
| language | English |
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| publishDate | 1999 |
| publishDateSearch | 1999 |
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| series | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| series2 | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| spelling | Hafner, Christian M. 1967- Verfasser (DE-588)115629793 aut Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät Berlin Sonderforschungsbereich 373 1999 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper 1999,58 Herwartz, Helmut Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper 1999,58 (DE-604)BV012925295 1999,58 |
| spellingShingle | Hafner, Christian M. 1967- Herwartz, Helmut Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin>: Discussion paper |
| title | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_auth | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_exact_search | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_full | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_fullStr | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_full_unstemmed | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse Sonderforschungsbereich 373, Wirtschaftswissenschaftliche Fakultät |
| title_short | Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_sort | option pricing under linear autoregressive dynamics heteroskedasticity and conditional leptokurtosis |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT hafnerchristianm optionpricingunderlinearautoregressivedynamicsheteroskedasticityandconditionalleptokurtosis AT herwartzhelmut optionpricingunderlinearautoregressivedynamicsheteroskedasticityandconditionalleptokurtosis |