Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis

✍ Scribed by Christian M. Hafner; Helmut Herwartz

• Book ID: 117628101
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 282 KB
• Volume: 8
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(00)00024-4