CONDITIONAL HETEROSKEDASTICITY, ASYMMETRY, AND OPTION PRICING

Authors
KANG T BRORSEN BW
Citation
T. Kang et Bw. Brorsen, CONDITIONAL HETEROSKEDASTICITY, ASYMMETRY, AND OPTION PRICING, The journal of futures markets, 15(8), 1995, pp. 901-928
Citations number
56
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
15
Issue
8
Year of publication
1995
Pages
901 - 928
Database
ISI
SICI code
0270-7314(1995)15:8<901:CHAAOP>2.0.ZU;2-0