Approximation and calibration of short term implied volatilities under jump diffusion stochastic volatility (Record no. 45911)
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000 -LEADER | |
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fixed length control field | 00632nam a2200193Ia 4500 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 100324s9999 xx 000 0 und d |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Medvedev, Alexey and Scaillet, Olivier |
240 ## - UNIFORM TITLE | |
Uniform title | REVIEW OF ECONOMIC STUDIES (Q) |
245 ## - TITLE STATEMENT | |
Title | Approximation and calibration of short term implied volatilities under jump diffusion stochastic volatility |
246 ## - VARYING FORM OF TITLE | |
Date or sequential designation | 2007 |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Date of publication, distribution, etc. | 2007 |
300 ## - PHYSICAL DESCRIPTION | |
Other physical details | V. 20 |
Dimensions | Issue. 2 |
Extent | 427 - 459 |
366 ## - TRADE AVAILABILITY INFORMATION | |
Detailed date of publication | 2007 |
366 ## - TRADE AVAILABILITY INFORMATION | |
Detailed date of publication | March |
520 ## - SUMMARY, ETC. | |
Summary, etc. | Stochastic volatility |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Finance |
653 ## - INDEX TERM--UNCONTROLLED | |
Uncontrolled term | Stochastic volatility model;Empiricial option pricing;Assect pricing; |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type |
No items available.