Pricing options under generalized GARCH and stochastic volatility processes
Year of publication: |
1999
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Authors: | Ritchken, Peter ; Trevor, Rob |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 1, p. 377-402
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | Europa | Europe |
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