Evaluation of black-scholes and GARCH models using currency call options data
T. Harikumar and Maria E. DeBoyrie; Simon J. Pak
| Year of publication: |
2004
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|---|---|
| Authors: | Harikumar, T. ; De Boyrie, Maria E. ; Pak, Simon J. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 23.2004, 4, p. 299-312
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| Subject: | Black-Scholes-Modell | Black-Scholes model | ARCH-Modell | ARCH model | Devisenoption | Currency option | Schätzung | Estimation | Großbritannien | United Kingdom | Schweiz | Switzerland | Japan |
| Extent: | graph. Darst |
|---|---|
| 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/10002534770