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GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Ballestra, Luca Vincenzo, D'Innocenzo, Enzo, Tezza, Christian
Formato:	Preprint
Publicado:	2024
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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