Details

Title

A Note on Option Pricing with the Use of Discrete-Time Stochastic Volatility Processes

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2009

Numer

No 1

Publication authors

Keywords

option pricing, SV model, Bayesian forecasting

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X
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