An empirical comparison of GARCH option pricing models (Q867119)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5126809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An empirical comparison of GARCH option pricing models |
scientific article; zbMATH DE number 5126809 |
Statements
An empirical comparison of GARCH option pricing models (English)
0 references
14 February 2007
0 references
testing GARCH models
0 references
Heston and Nandi model
0 references
NGARCH option models
0 references
0 references
0 references
0.91801107
0 references
0 references
0.9129783
0 references
0.9123186
0 references
0 references
0.90890735
0 references
