Browsing 15 Commerce, Management, Tourism and Services by Author "Platen, E."

UTSePress Research/Manakin Repository

Search UTSePress Research


Advanced Search

Browse

My Account

  • >
  • >

Browsing 15 Commerce, Management, Tourism and Services by Author "Platen, E."

Sort by: Order: Results:

  • Platen, E.; Heath, D. (World Scientific Publishing Company, 2004)
    The paper presents a financial market model that generates stochastic volatility using a minimal set of factors. These factors, formed by transformations of square root processes, model the dynamics of different denominations ...
  • Platen, E.; Heath, D. P (Wiley-V C H Verlag Gmbh, 2007)
    The paper presents a financial market model that generates stochastic volatility using a minimal set of factors. These factors, formed by transformations of square root processes, model the dynamics of different denominations ...