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- Title:
Stochastic volatility models: extremal behavior
- Document type:
- Buchbeitrag
- Author(s):
- Klüppelberg, C., Lindner, A.
- Artist:
- Cont, R. (Ed.)
- Pages contribution:
- 1741-1748
- Book title:
- Cont, R.: Encyclopedia of Quantitative Finance
- Publisher:
- Wiley
- Publisher address:
- Chichester
- Year:
- 2010
- Year / month:
- 2010-05
- Reviewed:
- ja
- Language:
- en
- DOI:
- doi:10.1002/9780470061602.eqf19030
- Semester:
- SS 10
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX