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~person:"Engle, Robert F."
~subject:"Schätzung"
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Engle, Robert F.
Mancini, Loriano
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The review of financial studies
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A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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