Fast and Realistic European ARCH Option Pricing and Hedging

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  • Fast and Realistic European ARCH Option Pricing and Hedging

Fast and Realistic European ARCH Option Pricing and Hedging

Zumbach, Gilles O., Fernandez, Luis
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Year:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1930933
File:
PDF, 2.28 MB
english, 2011
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