Market risk management with stochastic volatility models

dc.contributor.author	Solibakke, Per Bjarte
dc.date.accessioned	2012-05-16T12:47:18Z
dc.date.available	2012-05-16T12:47:18Z
dc.date.issued	2011-09-12
dc.identifier.citation	Solibakke, Per. 2011. Market risk management with stochastic volatility models. In: Risk management in environment, production and economy, ed. Matteo Savino, 171-214. Rijeka: InTech.	no_NO
dc.identifier.isbn	978-953-307-313-2
dc.identifier.uri	http://hdl.handle.net/11250/152450
dc.language.iso	eng	no_NO
dc.publisher	InTech Open Access Publisher	no_NO
dc.subject	Risk assessment	no_NO
dc.subject	Energy markets	no_NO
dc.title	Market risk management with stochastic volatility models	no_NO
dc.type	Chapter	no_NO
dc.type	Peer reviewed