Title of article :
A GARCH option pricing model with α-stable innovations
Author/Authors :
Christian Menn، نويسنده , , Svetlozar T. Rachev، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Keywords :
Stable distributions , Volatility smile , Option Pricing , Tail truncation , GARCH processes
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
