Option pricing for GARCH-type models with generalized hyperbolic innovations
Chorro, Christophe, Guégan, Dominique, Ielpo, FlorianVolume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2010.493180
Date:
July, 2012
File:
PDF, 447 KB
english, 2012