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ARCH Models and Option Pricing : The Continuous Time Connection
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
1998
Persistent link: https://www.econbiz.de/10005523806
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2
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
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2000
Persistent link: https://www.econbiz.de/10005341578
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3
An Equilibrium Model of the Term Structure with Stochastic Volatility
Fornari, F.
;
Mele, A.
-
Théorie Économique, Modélisation, Application …
-
2000
Persistent link: https://www.econbiz.de/10005328281
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