Option Pricing in ARCH-type Models (Q4213030)
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scientific article; zbMATH DE number 1208361
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option Pricing in ARCH-type Models |
scientific article; zbMATH DE number 1208361 |
Statements
Option Pricing in ARCH-type Models (English)
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5 May 1999
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option pricing
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no arbitrage
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ARCH models
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financial time series
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0.93912417
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0.89566237
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