Estimating and using GARCH models with VIX data for option valuation
Research output: Contribution to journal › Article › Scientific › peer-review
Details
| Original language | English |
|---|---|
| Pages (from-to) | 200-211 |
| Number of pages | 12 |
| Journal | Journal of Banking and Finance |
| Volume | 43 |
| DOIs | |
| Publication status | Published - 2014 |
| Publication type | A1 Journal article-refereed |