An empirical comparison of GARCH option pricing models (Q867119)
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scientific article; zbMATH DE number 5126809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An empirical comparison of GARCH option pricing models |
scientific article; zbMATH DE number 5126809 |
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An empirical comparison of GARCH option pricing models (English)
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14 February 2007
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testing GARCH models
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Heston and Nandi model
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NGARCH option models
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0.91801107
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0.9129783
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0.9123186
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0.90890735
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