Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin, Li, Johnny Siu-Hang, Ng, Andrew Cheuk-YinТом:
31
Мова:
english
Журнал:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2014.10.007
Date:
January, 2015
Файл:
PDF, 743 KB
english, 2015