Coupling index and stocks (Q2869971): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2163723725 / rank | |||
Normal rank | |||
Revision as of 20:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling index and stocks |
scientific article |
Statements
Coupling index and stocks (English)
0 references
17 January 2014
0 references
model calibration
0 references
stochastic volatility
0 references
implied volatilities
0 references
Monte Carlo methods
0 references
numerical simulation
0 references
correlation modelling
0 references
equities
0 references
