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Model-based pricing for financial derivatives 期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 187, 期号: 2, 页码: 447-457
Authors:  Zhu, Ke;  Ling, Shiqing
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
NGARCH  EGARCH and GJR models  Non-normal innovation  Option valuation  Risk neutralized measure  Volatility skew