GARCH vs. stochastic volatility: Option pricing and risk management
| Year of publication: |
2002
|
|---|---|
| Authors: | Lehar, Alfred ; Scheicher, Martin ; Schittenkopf, Christian |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 2-3, p. 323-345
|
| Publisher: |
Elsevier |