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A closed-form GARCH option pricing model

  1. Title A closed-form GARCH option pricing model
    Author infoSteven L. Heston, Saikat Nandi
    Author Heston Steven L.
    Co-authors Nandi Saikat
    Issue dataAtlanta : Federal Reserve Bank of Atlanta , 1997. - 23 s.
    Edition Working Paper , 97-9
    Document kindsprávy výskumné
    LanguageEnglish
    Country of EditionUnited States of America
    systematics 336.76 - Burzovníctvo. Peňažný trh
    Keywords opcie * tvorba cien * modely cenové * modelovanie * trh finančný
    DatabaseBOOKS
    Copy count1, currently available 1, at library only 0
    Call number744201

    Call numberLocationSublocationInfo
    744201SEKSklad knižničného fonduavailaible

Number of the records: 1  

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