The finite sample properties of the GARCH option pricing model

Journal of Futures Markets

Volumn 27, Issue 6, 2007, Pages 599-615

  Dotsis, George ^a,b   Markellos, Raphael N ^a,c  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

^b UNIVERSITY OF ESSEX   (United Kingdom)

^c LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34248380155     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20241     Document Type: Article

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