Non-Gaussian GARCH option pricing models and their diffusion limits

dc.contributor.authorBadescu, A.
dc.contributor.authorElliott, R.
dc.contributor.authorOrtega, J.
dc.date.issued2015
dc.description.abstractAbstract not available
dc.description.statementofresponsibilityAlexandru Badescu, Robert J. Elliott, Juan-Pablo Ortega
dc.identifier.citationEuropean Journal of Operational Research, 2015; 247(3):820-830
dc.identifier.doi10.1016/j.ejor.2015.06.046
dc.identifier.issn0377-2217
dc.identifier.issn1872-6860
dc.identifier.urihttp://hdl.handle.net/2440/100869
dc.language.isoen
dc.publisherElsevier B.V.
dc.relation.grantARC
dc.rights© 2015 Elsevier B.V. and Association of European Operational Research Societies ( EURO ) within the International Federation of Operational Research Societies (IFORS). All rights reserved.
dc.source.urihttp://dx.doi.org/10.1016/j.ejor.2015.06.046
dc.subjectFinance; non-Gaussian GARCH models, extended Girsanov principle; conditional Esscher transform; bivariate diffusion limit
dc.titleNon-Gaussian GARCH option pricing models and their diffusion limits
dc.typeJournal article
pubs.publication-statusPublished

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