The finite sample properties of the GARCH option pricing model.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 6, p. 599, doi. 10.1002/fut.20241
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 6
Results: 5
1
2
The hidden martingale restriction in Gram-Charlier option prices.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 6, p. 517, doi. 10.1002/fut.20255
- By:
- Publication type:
- Article
3
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 6, p. 555, doi. 10.1002/fut.20259
- By:
- Publication type:
- Article
4
A simplified approach to modeling the co-movement of asset returns.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 6, p. 575, doi. 10.1002/fut.20262
- By:
- Publication type:
- Article
5
Target redemption notes.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 6, p. 535, doi. 10.1002/fut.20263
- By:
- Publication type:
- Article