On a test for constant volatility in continuous time financial models

dc.contributor.authorDette, Holgerde
dc.contributor.authorLieres und Wilkau, Carsten vonde
dc.date.accessioned2004-12-06T18:51:03Z
dc.date.available2004-12-06T18:51:03Z
dc.date.issued2001de
dc.format.extent271940 bytes
dc.format.extent275283 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypeapplication/postscript
dc.identifier.urihttp://hdl.handle.net/2003/5283
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-1943
dc.language.isoende
dc.publisherUniversitätsbibliothek Dortmundde
dc.subject.ddc310de
dc.titleOn a test for constant volatility in continuous time financial modelsen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access

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