Publication | Closed Access
Recovering the probability density function of asset prices using garch as diffusion approximations
101
Citations
37
References
2001
Year
Option PricingMultivariate Stochastic VolatilityVolatility ModelingAsset PricingEngineeringComputational FinanceStochastic ProcessesDerivative PricingBusinessAsset PricesDiffusion ApproximationsStatisticsFinanceProbability Density Function
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