Modeling time series information into option prices : an empirical evaluation of statistical projection and GARCH option pricing model
An-Sing Chen, Mark T. Leung
| Year of publication: |
2005
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|---|---|
| Authors: | Chen, An-sing ; Leung, Mark T. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 12, p. 2947-2969
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Theorie | Theory |
| 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/10003203805