A time series approach to option pricing : models, methods and empirical performances

Christophe Chorro; Dominique Guégan; Florian Ielpo

Year of publication:	2015
Authors:	Chorro, Christophe ; Guégan, Dominique ; Ielpo, Florian
Publisher:	Berlin : Springer
Subject:	Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model \| Theorie \| Theory \| Black-Scholes-Modell \| GARCH-Prozess
Description of contents:	Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org]

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