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

Issue

No 1

Authors

Keywords

option pricing ; SV model ; Bayesian forecasting

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

71-81

Publisher

Oddział PAN w Łodzi

Date

31.03.2009

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2009.122223 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2009; No 1; 71-81
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