Analytic derivatives and the computation of GARCH estimates
Gabriele Fiorentini ; Giorgio Calzolari ; Lorenzo Panattoni
| Year of publication: |
1995
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Calzolari, Giorgio ; Panattoni, Lorenzo |
| Publisher: |
Madrid |
| Subject: | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory | USA | United States | Derivat | Derivative | Volatilität | Volatility | Theorie | Theory | ARCH-Modell | ARCH model |
| Extent: | 31 S. : graph. Darst |
|---|---|
| Series: | Documento de trabajo / Centro de Estudios Monetarios y Financieros. - Madrid, ZDB-ID 2102941-6. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 84-7793-424-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000924232