Forecasting Volatility and Option Pricing with GARCH Models

Kähler J (1993)

Publication Type: Book chapter / Article in edited volumes

Publication year: 1993

Edited Volumes: Operations Research '92

City/Town: Heidelberg

Pages Range: 553-557

Authors with CRIS profile

Jürgen Kähler

How to cite

APA:

Kähler, J. (1993). Forecasting Volatility and Option Pricing with GARCH Models. In Karmann Alexander, et al. (Eds.), Operations Research '92. (pp. 553-557). Heidelberg.

MLA:

Kähler, Jürgen. "Forecasting Volatility and Option Pricing with GARCH Models." Operations Research '92. Ed. Karmann Alexander, et al., Heidelberg, 1993. 553-557.

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