Option Pricing for Garch-Type Models with Generalized Hyperbolic Innovations
Year of publication: |
2010
|
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Authors: | Ielpo, Florian |
Other Persons: | Guegan, Dominique (contributor) ; Chorro, Christophe (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (30 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 22, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1695864 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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