Option Pricing with Realistic Arch Processes
Year of publication: |
2011
|
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Authors: | Zumbach, Gilles O. |
Other Persons: | Fernandez, Luis (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (50 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1861873 [DOI] |
Classification: | C22 - Time-Series Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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