GARCH vs stochastic volatility: option pricing and risk management
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Vienna
Vienna Univ. of Economics and Business Administration
2001
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| Series: | Report series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration
52 |
| Subjects: | |
| Physical Description: | 20 Bl. graph. Darst. |
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| indexdate | 2024-07-09T18:52:52Z |
| institution | BVB |
| language | German |
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| physical | 20 Bl. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Vienna Univ. of Economics and Business Administration |
| record_format | marc |
| series2 | Report series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration |
| spelling | Lehar, Alfred Verfasser aut GARCH vs stochastic volatility option pricing and risk management Alfred Lehar ; Martin Scheicher ; Christian Schittenkopf Vienna Vienna Univ. of Economics and Business Administration 2001 20 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Report series / SFB Adaptive Information Systems and Modelling in Economics and Business Administration 52 GARCH-Prozess (DE-588)4346436-1 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Optionspreis (DE-588)4115453-8 s GARCH-Prozess (DE-588)4346436-1 s DE-604 Scheicher, Martin Verfasser aut Schittenkopf, Christian Verfasser (DE-588)115820116 aut SFB Adaptive Information Systems and Modelling in Economics and Business Administration Report series 52 (DE-604)BV013808173 52 |
| spellingShingle | Lehar, Alfred Scheicher, Martin Schittenkopf, Christian GARCH vs stochastic volatility option pricing and risk management GARCH-Prozess (DE-588)4346436-1 gnd Optionspreis (DE-588)4115453-8 gnd |
| subject_GND | (DE-588)4346436-1 (DE-588)4115453-8 |
| title | GARCH vs stochastic volatility option pricing and risk management |
| title_auth | GARCH vs stochastic volatility option pricing and risk management |
| title_exact_search | GARCH vs stochastic volatility option pricing and risk management |
| title_full | GARCH vs stochastic volatility option pricing and risk management Alfred Lehar ; Martin Scheicher ; Christian Schittenkopf |
| title_fullStr | GARCH vs stochastic volatility option pricing and risk management Alfred Lehar ; Martin Scheicher ; Christian Schittenkopf |
| title_full_unstemmed | GARCH vs stochastic volatility option pricing and risk management Alfred Lehar ; Martin Scheicher ; Christian Schittenkopf |
| title_short | GARCH vs stochastic volatility |
| title_sort | garch vs stochastic volatility option pricing and risk management |
| title_sub | option pricing and risk management |
| topic | GARCH-Prozess (DE-588)4346436-1 gnd Optionspreis (DE-588)4115453-8 gnd |
| topic_facet | GARCH-Prozess Optionspreis |
| volume_link | (DE-604)BV013808173 |
| work_keys_str_mv | AT leharalfred garchvsstochasticvolatilityoptionpricingandriskmanagement AT scheichermartin garchvsstochasticvolatilityoptionpricingandriskmanagement AT schittenkopfchristian garchvsstochasticvolatilityoptionpricingandriskmanagement |