Autor:	Psychoyios, D. Skiadopoulos, G. Alexakis, P.
Jazyk:	angličtina
Rok vydání:	2003
Popis:	The volatility of a financial asset is an important input for financial decision-making in the context of asset allocation, option pricing, and risk management. The authors compare and contrast four approaches to stochastic volatility to determine which is most appropriate to each of these various needs. © Emerald Backfiles 2007.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______2127::ff9c87661498ccbfd2abceed2e643dc3 https://pergamos.lib.uoa.gr/uoa/dl/object/uoadl:2980319 Zobrazit plný text záznamu