Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt- Univ., Wirtschaftswiss. Fak.
1999
|
| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
99,58 |
| Beschreibung: | 25 S. |
Internformat
MARC
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| 245 | 1 | 0 | |a Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |c Christian Hafner ; Helmut Herwartz |
| 264 | 1 | |a Berlin |b Humboldt- Univ., Wirtschaftswiss. Fak. |c 1999 | |
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| 700 | 1 | |a Herwartz, Helmut |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:22:42Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019541323 |
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| physical | 25 S. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
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| publisher | Humboldt- Univ., Wirtschaftswiss. Fak. |
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| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Hafner, Christian Verfasser aut Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1999 25 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 99,58 Herwartz, Helmut Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 99,58 (DE-604)BV012925295 99,58 |
| spellingShingle | Hafner, Christian Herwartz, Helmut Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_auth | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_exact_search | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_full | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz |
| title_fullStr | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz |
| title_full_unstemmed | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis Christian Hafner ; Helmut Herwartz |
| title_short | Option pricing under linear autregressive dynamics, heteroskedasticity, and conditional leptokurtosis |
| title_sort | option pricing under linear autregressive dynamics heteroskedasticity and conditional leptokurtosis |
| volume_link | (DE-604)BV012925295 |
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