Stochastic implied volatility: a factor-based model
| Author: | Reinhold Hafner |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/30488 |
| ISBN: | 978-3-540-22183-8OPAC |
| Publisher: | Springer |
| Place of publication: | Berlin |
| Type: | Doctoral Thesis |
| Language: | English |
| Year of first Publication: | 2004 |
| Release Date: | 2017/07/21 |
| Pagenumber: | XI, 229 |
| Note: | Zugl.: Augsburg, Univ., Diss., 2004, unter dem Titel: A factor-based stochastic implied volatility model |
| Series: | Lecture Notes in Economics and Mathematical Systems ; 545 |
| Institutes: | Wirtschaftswissenschaftliche Fakultät |
| Dewey Decimal Classification: | 3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft |
