Option Pricing under GARCH models with Generalized Hyperbolic distribution (II) : Data and Results
Year of publication: |
2008-07
|
---|---|
Authors: | Chorro, Christophe ; Guegan, Dominique ; Ielpo, Florian |
Institutions: | HAL |
Subject: | Generalized Hyperbolic Distribution | Option pricing | Incomplete market | CAC40 |
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