Option pricing and ARCH processes
Year of publication: |
2012
|
---|---|
Authors: | Zumbach, Gilles O. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 9.2012, 3, p. 144-156
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
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