Pricing options under generalised GARCH and stochastic volatility processes
by Peter Ritchken and Rob Trevor
| Year of publication: |
1997
|
|---|---|
| Authors: | Ritchken, Peter H. ; Trevor, Robert G. |
| Publisher: |
North Ryde, NSW |
| Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | Europa | Europe |
| Extent: | IV, 47 S |
|---|---|
| Series: | CMBF papers. - North Ryde NSW : Centre for Studies in Money, Banking and Finance, Macquarie University, ZDB-ID 2939666-9. - Vol. 19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 1-86408-378-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000978436