Title of article
GARCH vs. stochastic volatility: Option pricing and risk management
Author/Authors
Alfred Lehar، نويسنده , , Martin Scheicher، نويسنده , , Christian Schittenkopf، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
23
From page
323
To page
345
Keywords
Stochastic Volatility , Risk management , option pricing , Value-at-Risk , GARCH
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193344
Link To Document