GARCH option-pricing model with analytical solution when interest rate and risk premium change randomly

Published November 28, 2008
Author(s)
Noureddine Lahouel , Mokhtar Kouki
Article Info
Volume 5 2008, Issue #4
TO CITE

629 Views
391 Downloads

References
0
Tables
0
Figures
0

Download Preview

Close

Investment Management and Financial Innovations

Investment Management and Financial Innovations

COOKIES
The cookie settings on this website are set to 'allow all cookies' to give you the best experience.

If you continue without changing these settings, you consent to this Read more

Accept