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Journal of empirical finance
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Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
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Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
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