de
{{ search | replaceEmpty }}

A GARCH Option Pricing Model with Filtered Historical Simulation

A GARCH Option Pricing Model with Filtered Historical Simulation

AutorG. Barone-Adesi, L. Mancini, R. Engle
JournalReview of Financial Studies
Datum1. Jan. 2008
KategorieAcademic Publications
Volumevol 21(3), pp 1223-1258

Swiss Finance Institute - Genf

Universität Genf
42, Bd du Pont d`Arve
CH-1211 Genf 4

Tel: +41 22 379 84 71
Fax: +41 22 379 84 77
E-Mail: research@sfi.ch
  phd@sfi.ch

Swiss Finance Institute - Zürich

Walchestrasse 9
CH-8006 Zürich

Tel: +41 44 254 30 80
Fax: +41 44 254 30 85
E-Mail: info@sfi.ch

Menu

© Swiss Finance Institute Stiftung
de