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An empirical comparison of GARCH option pricing models

✍ Scribed by K. C. Hsieh; P. Ritchken

Publisher: Springer US
Year: 2006
Tongue: English
Weight: 540 KB
Volume: 8
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-006-9001-3

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