Option pricing with the realized GARCH model : an analytical approximation approach
Year of publication: |
April 2017
|
---|---|
Authors: | Huang, Zhuo ; Wang, Tianyi ; Hansen, Peter Reinhard |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 37.2017, 4, p. 328-358
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Optionsgeschäft | Option trading | Welt | World | 2000-2012 |
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