A closed-form GARCH option pricing model
Steven L. Heston and Saikat Nandi
| Year of publication: |
1997
|
|---|---|
| Authors: | Heston, Steven L. ; Nandi, Saikat |
| Publisher: |
Atlanta, Ga. |
| Subject: | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Theorie | Theory | USA | United States | 1992-1994 |
| Extent: | 23, [10] S. : graph. Darst |
|---|---|
| Series: | Working paper series / Federal Reserve Bank of Atlanta. - Atlanta, Ga., ZDB-ID 2171118-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000985996