Title of article
Recovering the probability density function of asset prices using garch as diffusion approximations
Author/Authors
Fabio Fornari، نويسنده , , Antonio Mele، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2001
Pages
28
From page
83
To page
110
Keywords
Option Pricing , Stochastic Volatility , ARCH , Volatility risk premium
Journal title
Journal of Empirical Finance
Serial Year
2001
Journal title
Journal of Empirical Finance
Record number
130684
Link To Document