Title of article
A class of nonlinear stochastic volatility models and its implications for pricing currency options
Author/Authors
Jun Yu، نويسنده , , Zhenlin Yang، نويسنده , , Xibin Zhang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
14
From page
2218
To page
2231
Keywords
Box–Cox transformation , GARCH , MCMC , Volatility , option pricing
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308153
Link To Document