A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS

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Publication:3094327

DOI10.1142/S0219024911006401zbMath1282.91116MaRDI QIDQ3094327

Reg J. Kulperger, Tak Kuen Siu, Robert J. Elliott, J. Miettinen, Alexandru M. Badescu

Publication date: 24 October 2011

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)




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