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
Pages
9
From page
201
To page
209
Keywords
Stable distributions , Volatility smile , Option Pricing , Tail truncation , GARCH processes
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215362
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