Browsing 15 Commerce, Management, Tourism and Services by Author "Hardle, Wolfgang"

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

  • >
  • >

Browsing 15 Commerce, Management, Tourism and Services by Author "Hardle, Wolfgang"

Sort by: Order: Results:

  • Hardle, Wolfgang; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard (IOP Publishing Ltd., 2008)
    The analysis of diffusion processes in financial models is crucially dependent on the form of the drift and diffusion coefficient functions. A new model for a stock market index process is proposed in which the index is ...