Option Pricing in ARCH-type Models (Q4213030): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/1467-9965.00042 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2090771760 / rank | |||
Normal rank |
Latest revision as of 01:39, 20 March 2024
scientific article; zbMATH DE number 1208361
Language | Label | Description | Also known as |
---|---|---|---|
English | Option Pricing in ARCH-type Models |
scientific article; zbMATH DE number 1208361 |
Statements
Option Pricing in ARCH-type Models (English)
0 references
5 May 1999
0 references
option pricing
0 references
no arbitrage
0 references
ARCH models
0 references
financial time series
0 references