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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Review of derivatives research"
~person:"Afonso, António"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
~subject:"EU-Staaten"
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Review of derivatives research
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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