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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=307946
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