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"A GARCH option pricing model with alpha-stable innovations."

Christian Menn, Svetlozar T. Rachev (2005)

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DOI: 10.1016/J.EJOR.2004.01.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Christian Menn, Svetlozar T. Rachev:
A GARCH option pricing model with alpha-stable innovations. Eur. J. Oper. Res. 163(1): 201-209 (2005)

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