Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251)
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scientific article; zbMATH DE number 6220646
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| English | Index-option pricing with stochastic volatility and the value of accurate variance forecasts |
scientific article; zbMATH DE number 6220646 |
Statements
Index-option pricing with stochastic volatility and the value of accurate variance forecasts (English)
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29 October 2013
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GARCH
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forecasts
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index
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options
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variance
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volatility
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0.7691175937652588
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0.762175440788269
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0.7517833709716797
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0.7451598644256592
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