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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193344
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