Title of article :
A class of nonlinear stochastic volatility models and its implications for pricing currency options
Author/Authors :
Jun Yu، نويسنده , , Zhenlin Yang، نويسنده , , Xibin Zhang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
GARCH , MCMC , Volatility , Box–Cox transformation , option pricing
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
