A general stochastic volatility model for the pricing and forecasting of interest rate derivatives:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2006
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
12337 |
| Links: | http://papers.nber.org/papers/w12337.pdf |
| Beschreibung: | Literaturverz. S. 59 - 62 |
| Umfang: | 62 S. graph. Darst. 22 cm |
Internformat
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| 245 | 1 | 0 | |a A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |c Anders B. Trolle ; Eduardo S. Schwartz |
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| indexdate | 2024-12-20T13:23:18Z |
| institution | BVB |
| language | English |
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| spelling | Trolle, Anders B. Verfasser (DE-588)132312719 aut A general stochastic volatility model for the pricing and forecasting of interest rate derivatives Anders B. Trolle ; Eduardo S. Schwartz Cambridge, Mass. National Bureau of Economic Research 2006 62 S. graph. Darst. 22 cm txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 12337 Literaturverz. S. 59 - 62 Schwartz, Eduardo S. Verfasser (DE-588)128972548 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.> NBER working paper series 12337 (DE-604)BV002801238 12337 http://papers.nber.org/papers/w12337.pdf kostenfrei Volltext |
| spellingShingle | Trolle, Anders B. Schwartz, Eduardo S. A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| title | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| title_auth | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| title_exact_search | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| title_full | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_fullStr | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_full_unstemmed | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives Anders B. Trolle ; Eduardo S. Schwartz |
| title_short | A general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| title_sort | a general stochastic volatility model for the pricing and forecasting of interest rate derivatives |
| url | http://papers.nber.org/papers/w12337.pdf |
| volume_link | (DE-604)BV002801238 |
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