Option pricing in arch-type models
Year of publication: |
1998
|
---|---|
Authors: | Kallsen, Jan |
Other Persons: | Taqqu, Murad S. (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 8.1998, 1, p. 13-26
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Theorie | Theory |
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