%0 Generic
%T Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps
%A Chourdakis, Kyriakos
%I Queen Mary University of London, Department of Economics
%K Stochastischer Prozess
%K G10
%K Option pricing
%K C22
%K Optionspreistheorie
%K Stochastic volatility jump diffusion
%K Filtering
%K Zeitreihenanalyse
%K G13
%K Continuous time regime switching
%D 2002
%X Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
%C Queen Mary University of London, Department of Economics
%U http://slubdd.de/katalog?TN_libero_mab2
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