مرکز منطقه ای اطلاع رساني علوم و فناوري - Recovering the probability density function of asset prices using garch as diffusion approximations

Title of article :

Recovering the probability density function of asset prices using garch as diffusion approximations

Author/Authors :

Fabio Fornari، نويسنده , , Antonio Mele، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2001

Pages :

From page :

To page :

110

Keywords :

Option Pricing , Stochastic Volatility , ARCH , Volatility risk premium

Journal title :

Journal of Empirical Finance

Serial Year :

2001

Journal title :

Journal of Empirical Finance

Record number :

130684

Link To Document :