GARCH options via local risk minimization

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English2012

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Published by Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 1469-7688) (2012).

Publisher: Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 1469-7688)

About this Economics, Econometrics and Finance article

GARCH options via local risk minimization by Ortega, Juan-Pablo is a Economics, Econometrics and Finance article available to read on EtoBox.

It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.

Author

Ortega, Juan-Pablo

Publisher

Taylor and Francis Group; Informa UK (Taylor & Francis); Taylor & Francis; Informa UK Limited (ISSN 1469-7688)

Published

2012

Language

Field

Economics, Econometrics and Finance (Social Sciences)