An analysis of option pricing under systematic consumption risk using GARCH
Year of publication: |
2006
|
---|---|
Authors: | Georgievski, Alex ; Masih, A. Mansur A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 18.2004, 2, p. 151-171
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Privater Konsum | Private consumption | Risiko | Risk | Theorie | Theory |
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