A GARCH model of the implied volatility of the Swiss market index from option prices

Michael Sabbatini ; Oliver Linton

Year of publication:	1998
Authors:	Sabbatini, Michael
Other Persons:	Linton, Oliver (contributor)
Published in:	International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 14.1998, 2, p. 199-213
Subject:	Optionspreistheorie \| Option pricing theory \| Theorie \| Theory \| Optionsgeschäft \| Option trading \| Aktienindex \| Stock index \| Volatilität \| Volatility \| Schweiz \| Switzerland

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