Financial calculations on the net
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Paper provided by Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes in its series SFB 373 Discussion Papers with number 1997,42.Length:
Date of creation: 1997
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Handle: RePEc:zbw:sfb373:199742
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- Christian M. Hafner & Wolfgang HÄrdle, 2000.
"Discrete time option pricing with flexible volatility estimation,"
Finance and Stochastics,
Springer, vol. 4(2), pages 189-207.
- HÄRDLE, Wolfgang & HAFNER, Christian, 1997. "Discrete time option pricing with flexible volatility estimation," CORE Discussion Papers 1997047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Härdle, Wolfgang & Hafner, Christian M., 1997. "Discrete time option pricing with flexible volatility estimation," SFB 373 Discussion Papers 1997,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Rabemananjara, R & Zakoian, J M, 1993. "Threshold Arch Models and Asymmetries in Volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(1), pages 31-49, Jan.-Marc.
- Jin-Chuan Duan, 1995. "The Garch Option Pricing Model," Mathematical Finance, Wiley Blackwell, vol. 5(1), pages 13-32.
- repec:wop:humbsf:1997-56 is not listed on IDEAS
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