Forecasting volatility for options pricing for the UK stock market
Year of publication: |
2001
|
---|---|
Authors: | Ap Gwilym, Owain |
Published in: |
Journal of financial management and analysis : international review of finance. - Mumbai : [Verlag nicht ermittelbar], ISSN 0970-4205, ZDB-ID 1072082-0. - Vol. 14.2001, 2, p. 55-62
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory | Großbritannien | United Kingdom |
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