Work

Option pricing in a Garch model with tempered stable innovations

Year: 2008

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2008.05.003

Author: Lorenzo Mercuri

Institution: University of Milano-Bicocca

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2063524840

FWCI: 5.806

Cites: 21

Cited by: 37

Related to: 10