Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation with IG-GARCH model and a U-shaped pricing kernel |
scientific article |
Statements
Option valuation with IG-GARCH model and a U-shaped pricing kernel (English)
0 references
12 July 2022
0 references
option valuation
0 references
pricing kernel
0 references
VIX
0 references
IG-GARCH
0 references
S\&P500
0 references
0 references
0 references
0 references
0 references
