Coupling index and stocks (Q2869971)

From MaRDI portal
Revision as of 06:40, 7 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Coupling index and stocks
scientific article

    Statements

    title
    Coupling index and stocks (English)
    0 references
    author
    Benjamin Jourdain
    0 references
    Mohamed Karim Sbai
    0 references
    publication date
    17 January 2014
    0 references
    Mathematics Subject Classification ID
    91B70
    0 references
    91B82
    0 references
    91G60
    0 references
    zbMATH DE Number
    6247155
    0 references
    zbMATH Keywords
    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
    OpenAlex ID
    W2163723725
    0 references
    arXiv ID
    0911.2834
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2869971&oldid=35368692"
    Powered by MediaWiki