Option Valuation Under Stochastic Volatility : An Empirical Investigation of the Weak GARCH Diffusion Model

Bibliographic Details
Main Author: Veddeng, Eivind Sars
Format: Others
Language:English
Published: Norges teknisk-naturvitenskapelige universitet, Institutt for samfunnsøkonomi 2012
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-17389