Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
| Year of publication: |
2001
|
|---|---|
| Authors: | Hafner, Christian M. ; Herwartz, Helmut |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 8.2001, 1, p. 1-34
|
| Publisher: |
Elsevier |