Option pricing in ARCH-type models

Mathematical Finance

Volumn 8, Issue 1, 1998, Pages 13-26

  Kallsen, Jan ^a   Taqqu, Murad S ^b  

^a UNIVERSITY OF FREIBURG   (Germany)

^b Boston University   (United States)

Author keywords

ARCH; No arbitrage; Option pricing

Indexed keywords

EID: 0032221565     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00042     Document Type: Article

References (26)

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