• Title of article

    Some exotic options under symmetric and asymmetric conditional volatility of returns

  • Author/Authors

    David M. Walsh، نويسنده ,

  • Pages
    15
  • From page
    403
  • To page
    417
  • Keywords
    Asymmetric volatility , GARCH , price , gamma , exotics , Delta
  • Journal title
    Astroparticle Physics
  • Record number

    230729

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230729