Vytlačiť
1. A closed-form GARCH option pricing model
| SYS | c100204 | |
|---|---|---|
| LBL | ^^^^^nam^^22^^^^^^^^450^ | |
| 005 | 20221124074452.3 | |
| 100 | $a 19980312j m 0sloy03 ba | |
| 101 | 0- | $a eng |
| 102 | $a US | |
| 200 | 1- | $a <A> closed-form GARCH option pricing model $f Steven L. Heston, Saikat Nandi |
| 210 | $a Atlanta $c Federal Reserve Bank of Atlanta $d 1997 | |
| 215 | $a 23 s. | |
| 225 | 2- | $a Working Paper $v 97-9 |
| 610 | 1- | $a opcie $9 eu_un_auth*h0003977 |
| 610 | 1- | $a tvorba cien $9 eu_un_auth*h0006662 |
| 610 | 1- | $a modely cenové $9 eu_un_auth*h0003400 |
| 610 | 1- | $a modelovanie $9 eu_un_auth*h0003392 |
| 610 | 1- | $a trh finančný $9 eu_un_auth*h0006608 |
| 675 | $a 336.76 $v 1. stred. $z slo $T . $3 eu_un_auth*h0000149 $x Burzovníctvo. Peňažný trh | |
| 700 | -1 | $a Heston $b Steven L. $3 eu_un_auth*p0048628 $4 070 |
| 701 | -1 | $a Nandi $b Saikat $3 eu_un_auth*p0024412 $4 070 |
| 801 | -0 | $a SK $b BA004 $c 19980312 $g AACR2 |