A minimal financial market model
Year of publication: |
2000
|
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Authors: | Platen, Eckhard |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | stochastic volatility | financial market model | derivative pricing | square root process |
Series: | SFB 373 Discussion Paper ; 2000,91 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 723864349 [GVK] hdl:10419/62176 [Handle] RePEc:zbw:sfb373:200091 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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