Option Valuation with Conditional Heteroskedasticity and Non-Normality
Year of publication: |
2009
|
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Authors: | Christoffersen, Peter ; Elkamhi, Redouane ; Feunou, Bruno ; Jacobs, Kris |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Heteroskedastizität | Heteroscedasticity | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1447325 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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