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Calibrated GARCH models and exotic options

Research output: Contribution to journalArticleScientificpeer-review

Details

Original languageEnglish
Pages (from-to)403-414
Number of pages12
JournalApplied Financial Economics
Volume23
Issue number5
DOIs
Publication statusPublished - 2013
Publication typeA1 Journal article-refereed

Publication forum classification

Field of science, Statistics Finland