Modelling the stochastic dynamics of volatility for equity indices
type: Item
instance of: scholarly article
title: Modelling the stochastic dynamics of volatility for equity indices
zbMATH Open document ID: 1054.91037
DOI: 10.1023/A:1016216432647
author: Eckhard Platen
author: David Heath
author: Simon R. Hurst
published in: Asia-Pacific Financial Markets
publication date: 2003-12-09T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 2014982
zbMATH Keywords: incomplete market
zbMATH Keywords: option prices
MaRDI profile type: Publication
full work available at URL: a:1016216432647
OpenAlex ID: W3121317854
description: scientific article; zbMATH DE number 2014982