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Hedging options in a GARCH environment : testing the term structure of stochastic volatility models

Robert F. Engle ; Joshua Rosenberg
Year of publication:
1994
Authors: Engle, Robert F. ; Rosenberg, Joshua V.
Publisher: [La Jolla, CA]
Subject: Hedging | CAPM | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process
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In German libraries (KVK)
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