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~isPartOf:"Econometric Institute research papers"
~person:"Hafner, Christian M."
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Hafner, Christian M.
McAleer, Michael
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A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
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Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
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