An Option Pricing Formula for the GARCH diffusion model
| Year of publication: |
2003
|
|---|---|
| Authors: | Barone-Adesi, Giovanni ; Ravanelli, Claudia ; Rasmussen, Henrik |
| Institutions: | Finance Research Centre, Oxford University |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005730052