Pages that link to "Item:Q867119"
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The following pages link to An empirical comparison of GARCH option pricing models (Q867119):
Displayed 3 items.
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Historical simulation approach to the estimation of stochastic discount factor models (Q3518379) (← links)