Title of article
An option pricing formula for the GARCH diffusion model
Author/Authors
Giovanni Barone-Adesi، نويسنده , , Henrik Rasmussen، نويسنده , , Claudia Ravanelli، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
24
From page
287
To page
310
Keywords
Option Pricing , Stochastic volatility models , Implied volatility , Monte Carlo methods
Journal title
Computational Statistics and Data Analysis
Serial Year
2005
Journal title
Computational Statistics and Data Analysis
Record number
307946
Link To Document