An analytical approximation to the option formula for the GARCH model
Year of publication: |
2005
|
---|---|
Authors: | Choi, Youngsoo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 149-164
|
Subject: | Black-Scholes-Modell | Black-Scholes model | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory |
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