Market Risk Management with Stochastic Volatility Models

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Bibliographic Details
Main Author: Solibakke, Per
Format: Electronic Book Chapter
Language:English
Published: IntechOpen 2011
Subjects:
Online Access:https://www.intechopen.com/chapters/19865
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author Solibakke, Per
author_facet Solibakke, Per
author_sort Solibakke, Per
collection InTech Open eBooks
description None
doi_str_mv 10.5772/16584
first_indexed 2025-08-04T21:46:26Z
format Electronic
Book Chapter
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id InTech-19865
institution Matheson Library
isbn 978-953-307-313-2
language English
last_indexed 2025-08-04T21:46:26Z
publishDate 2011
publisher IntechOpen
record_format intech
spelling InTech-198652011-09-12 Market Risk Management with Stochastic Volatility Models Per Solibakke Physical Sciences, Engineering and Technology None IntechOpen 2011-09-12 Chapter, Part Of Book https://www.intechopen.com/chapters/19865 doi:10.5772/16584 en ISBN:978-953-307-313-2 https://creativecommons.org/licenses/by-nc-sa/3.0/ https://www.intechopen.com/books/452 ; Risk Management in Environment, Production and Economy
spellingShingle Physical Sciences, Engineering and Technology
Solibakke, Per
Market Risk Management with Stochastic Volatility Models
title Market Risk Management with Stochastic Volatility Models
title_full Market Risk Management with Stochastic Volatility Models
title_fullStr Market Risk Management with Stochastic Volatility Models
title_full_unstemmed Market Risk Management with Stochastic Volatility Models
title_short Market Risk Management with Stochastic Volatility Models
title_sort market risk management with stochastic volatility models
topic Physical Sciences, Engineering and Technology
url https://www.intechopen.com/chapters/19865
work_keys_str_mv AT solibakkeper marketriskmanagementwithstochasticvolatilitymodels