Open AccessRISK NEUTRAL OPTION PRICING UNDER SOME SPECIAL GARCH MODELS
Author(s) -
RENATO ALENCAR ADELINO DA COSTA
Publication year - 2010
Publication title -
la referencia (red federada de repositorios institucionales de publicaciones científicas)
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.16579
Subject(s) - autoregressive conditional heteroskedasticity , financial economics , economics , valuation of options , econometrics , volatility (finance)
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