Pricing Taiwan option market with GARCH and stochastic volatility
Year of publication: |
2011
|
---|---|
Authors: | Huang, Hung-hsi ; Wang, Ching-ping ; Chen, Shiau-hung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 10/12, p. 747-754
|
Subject: | ARCH-Modell | ARCH model | Taiwan | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
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