The GARCH-stable option pricing model
| Autor: | Hauksson, H.A., Rachev, S.T. |
|---|---|
| Zdroj: | In Mathematical and Computer Modelling 2001 34(9):1199-1212 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Hauksson, H.A., Rachev, S.T. |
|---|---|
| Zdroj: | In Mathematical and Computer Modelling 2001 34(9):1199-1212 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect