You need to sign in or sign up before continuing.
Scan barcode
112 pages • missing pub info (editions)
ISBN/UID: 9783843388092
Format: Paperback
Language: English
Publisher: LAP Lambert Academic Publishing
Publication date: 27 December 2010
Description
In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which one is the most suitable method to predict fro...
Community Reviews
Content Warnings
112 pages • missing pub info (editions)
ISBN/UID: 9783843388092
Format: Paperback
Language: English
Publisher: LAP Lambert Academic Publishing
Publication date: 27 December 2010
Description
In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which one is the most suitable method to predict fro...
Community Reviews
Content Warnings