Option Valuation with Normal Mixture GARCH Models

Studies in Nonlinear Dynamics and Econometrics 2008 / 01 Vol. 12; Iss. 2

Option Valuation with Normal Mixture GARCH Models

Badescu, Alex, Kulperger, Reg, Lazar, Emese
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Volume:
12
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1580
Date:
January, 2008
File:
PDF, 685 KB
english, 2008
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