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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10086/13506
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| Title: | GARCH Options in Incomplete Markets |
| Authors: | Barone-Adesi, Giovanni
Engle, Robert
Mancini, Loriano |
| Edition: | Revised |
| Issue Date: | Mar-2006 |
| Publisher: | Institute of Economic Research, Hitotsubashi University |
| Physical Description: | 36 p. |
| Series/Report no.: | CEI Working Paper Series ; No. 2005-12 |
| Description: | First Version: March 2004; Revised: October 2004 |
| Language: | eng |
| Text Version: | publisher |
| RelationURI: | http://cei.ier.hit-u.ac.jp/index.html |
| Appears in Collections: | CEI Working Paper Series
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Files in This Item:
| File |
Description |
Size | Format |
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| wp2005-12a.pdf | | 527Kb | Adobe PDF | View/Open |
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