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Consistent Variance Curve Models

2006110 citationsJournal Article

Authors

Hans Buehler · Technische Universität Berlin

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Insurance, Mortality, Demography, Risk Management

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Finance and Stochastics

Volume 10, Issue 2, pp. 178-203

DOI: 10.1007/s00780-006-0008-2

Field-Weighted Citation Impact: 9.81

Consistent Variance Curve Models | Researchclopedia