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Option Pricing in ARCH-type Models - MaRDI portal

Option Pricing in ARCH-type Models (Q4213030)

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scientific article; zbMATH DE number 1208361
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English
Option Pricing in ARCH-type Models
scientific article; zbMATH DE number 1208361

    Statements

    title
    Option Pricing in ARCH-type Models (English)
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    author
    Jan Kallsen
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    Murad S. Taqqu
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    publication date
    5 May 1999
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    zbMATH Keywords
    option pricing
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    no arbitrage
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    ARCH models
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    financial time series
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    Identifiers

    zbMATH DE Number
    1208361
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    OpenAlex ID
    W2090771760
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