Title |
A time series approach to option pricing : models, methods and empirical performances / Christophe Chorro ; Dominique Guégan ; Florian Ielpo |
|---|---|
Involved |
Christophe Chorro (Verfasser) |
Published |
Heidelberg, New York, NY, Dordrecht, London, Berlin: Springer |
Extent |
XVI, 188 S. : graph. Darst. |
ISBN |
978-3-662-45036-9 |
Language |
|
Country |
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Topic |
|
Subject |
Optionspreistheorie, Zeitreihenanalyse, Black-Scholes-Modell, GARCH-Prozess |
DDC notation |
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Other editions |
Erscheint auch als Online-Ausgabe: A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances |
Further information |
Literaturangaben |
Record ID |
1058024124 |
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