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

by Oliver Linton and Michael Sabbatini

Year of publication:	2004
Authors:	Linton, Oliver ; Sabbatini, Michael
Publisher:	London
Subject:	Optionspreistheorie \| Option pricing theory \| Theorie \| Theory \| Optionsgeschäft \| Option trading \| Aktienindex \| Stock index \| Volatilität \| Volatility \| Schweiz \| Switzerland

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