GARCH vs. stochastic volatility: Option pricing and risk...

GARCH vs. stochastic volatility: Option pricing and risk management

Alfred Lehar, Martin Scheicher, Christian Schittenkopf
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Volume:
26
Year:
2002
Language:
english
DOI:
10.1016/s0378-4266(01)00225-4
File:
PDF, 335 KB
english, 2002
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