¿Logra el modelo de Heston captar la dinámica de la volatilidad en los mercados de opciones sobre divisas mejor que el modelo de Garman y Kohlhagen? Un análisis para opciones sobre USD/EUR y PEN/USD
In: Economía aplicada: Ensayos de investigación económica 2013
No abstract is available for this item.
|This chapter was published in: ||This item is provided by Departamento de Economía, Universidad del Pacífico in its series Chapters of Books with number
14-01-10.||Handle:|| RePEc:pai:chptup:14-01-10||Contact details of provider:|| Web page: http://www.up.edu.pe/|
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