EGARCH option pricing with asymmetries in the mean equation
Tae Hoon Kang
| Year of publication: |
1998
|
|---|---|
| Authors: | Kang, Tae-hoon |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 14.1998, 1, p. 79-98
|
| Subject: | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Weizenpreis | Wheat price | Theorie | Theory | USA | United States | 1982-1990 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Korean economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001488703