Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models
Author(s) -
Jeroen V.K. Rombouts,
Lars Stentoft
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1682110
Subject(s) - heteroscedasticity , business , econometrics , economics , financial economics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom