RAHANTAMIALISOA HASINAVONIZAKA, FANIRISOA ZAZARAVAKA
RAHANTAMIALISOA HASINAVONIZAKA, FANIRISOA ZAZARAVAKA
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Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures
2022-01-01 Chorro, Christophe; RAHANTAMIALISOA HASINAVONIZAKA, FANIRISOA ZAZARAVAKA
Integration of VIX information in GARCH option pricing models
2018-11-30 Rahantamialisoa Hasinavonizaka, Fanirisoa Zazaravaka
Titolo | Data di pubblicazione | Autori | Tipo | File | Abstract |
---|---|---|---|---|---|
Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures | 1-gen-2022 | Fanirisoa Zazaravaka, Rahantamialisoa + | 2.1 Articolo su rivista | - | |
Integration of VIX information in GARCH option pricing models | 30-nov-2018 | Rahantamialisoa Hasinavonizaka, Fanirisoa Zazaravaka | - | - |