An Option Pricing Formula for the GARCH Diffusion Model
Year of publication: |
[2007]
|
---|---|
Authors: | Barone-Adesi, Giovanni |
Other Persons: | Rasmussen, Henrik (contributor) ; Ravanelli, Claudia (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Computational Statistics and Data Analysis ; Vol. 49, No. 2, pp. 287-310, Forthcoming |
Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.451200 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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