American option valuation : implied calibration of GARCH pricing models
Michael Weber; Marcel Prokopczuk
| Year of publication: |
2011
|
|---|---|
| Authors: | Weber, Michael ; Prokopczuk, Marcel |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 10, p. 971-994
|
| Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009355752