The finite sample properties of the GARCH option pricing model
Year of publication: |
2007
|
---|---|
Authors: | Dotsis, George ; Markellos, Raphaēl N. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 6, p. 599-615
|
Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Systematischer Fehler | Bias | Stichprobenerhebung | Sampling | Theorie | Theory |
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