HERMES-IR : Research & Education Resources >
070 Working Papers = ワーキングペーパー >
Global COE Hi-Stat Discussion Paper Series >

Please use this identifier to cite or link to this item:

Files in This Item:

File Description SizeFormat
gd09-066.pdf568KbAdobe PDF
Title: Option Pricing Using Realized Volatility and ARCH Type Models
Authors: Watanabe, Toshiaki  
Ubukata, Masato
Issue Date: Apr-2009
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 24, [7] p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 66
Language: eng
Text Version: publisher
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

Items in HERMES-IR are protected by copyright, with all rights reserved, unless otherwise indicated.


Valid XHTML 1.0! DSpace Software Copyright © 2002-2006 MIT and Hewlett-Packard - Feedback