Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures.
Authors
Publication date
- CHORRO Christophe
- FANIRISOA ZAZARAVAKA Rahantamialisoa h
- FANIRISOA Rahantamialisoa
2021
Publication type
Journal Article
Summary
No summary available.
Publisher
Oxford University Press (OUP)
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