<A> closed-form GARCH option pricing model

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Bibliographic Details
Main Author:	Heston, Steven L.
Other Authors:	Nandi, Saikat
Format:	Book
Language:	English
Published:	Atlanta Federal Reserve Bank of Atlanta 1997
Series:	Working Paper 97-9
Subjects:	opcie tvorba cien modely cenové modelovanie trh finančný
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245	1	0	\|a <A> closed-form GARCH option pricing model \|c Steven L. Heston, Saikat Nandi
264		1	\|a Atlanta \|b Federal Reserve Bank of Atlanta \|c 1997
300			\|a 23 s.
490	1		\|a Working Paper \|v 97-9
830		0	\|a Working Paper \|v 97-9
610	2	0	\|a opcie
610	2	0	\|a tvorba cien
610	2	0	\|a modely cenové
610	2	0	\|a modelovanie
610	2	0	\|a trh finančný
100	1		\|a Heston, Steven L.
700	1		\|a Nandi, Saikat