Evaluation of black-scholes and GARCH models using currency call options data
Year of publication: |
2004
|
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Authors: | Harikumar, T. ; DeBoyrie, Maria Eugenia ; Pak, Simon J. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 23.2004, 4, p. 299-312
|
Subject: | Black-Scholes-Modell | Black-Scholes model | ARCH-Modell | ARCH model | Devisenoption | Currency option | Schätzung | Estimation | Großbritannien | United Kingdom | Schweiz | Switzerland | Japan |
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