Option Pricing for Garch-Type Models with Generalized Hyperbolic Innovations
- 期刊名称SSRN Electronic Journal
- 作者Ielpo, Florian; Guegan, Dominique; Chorro, Christophe
- 电子ISSN1556-5068
- 文件大小970.14KB
- 发表时间2010
- DOI10.2139/ssrn.1695864
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