<A> closed-form GARCH option pricing model
Guardado en:
| Autor principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | inglés |
| Publicado: |
Atlanta
Federal Reserve Bank of Atlanta
1997
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| Colección: | Working Paper
97-9 |
| Materias: | |
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MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c100204 | ||
| 005 | 20221124074452.3 | ||
| 041 | 0 | |a eng | |
| 044 | |a US | ||
| 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 | |