Estimating random variance option pricing models : an empirical analysis

Authors
Pastorello, Sergio
Citation
Sergio Pastorello, Estimating random variance option pricing models : an empirical analysis, Statistica, 54(2), 1994, pp. 191-209
Journal title
Statistica
ISSN journal
0390590X → ACNP
Volume
54
Issue
2
Year of publication
1994
Pages
191 - 209
Database
ESSPER
SICI code
0390-590X(1994)54:2<191:ERVOPM>2.0.ZU;2-9