An edition of Recovering the probability density function of asset prices using GARCH as diffusion approximations (2001)

Recovering the probability density function of asset prices using GARCH as diffusion approximations

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Recovering the probability density function o ...
Fabio Fornari, Fabio Fornari
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of Recovering the probability density function of asset prices using GARCH as diffusion approximations (2001)

Recovering the probability density function of asset prices using GARCH as diffusion approximations

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Publish Date
Publisher
Banca d'Italia
Language
English
Pages
39

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Subjects

Investment analysis, Option (Finance), Prices, Risk perception
Edition Availability
Cover of: Recovering the probability density function of asset prices using GARCH as diffusion approximations
Recovering the probability density function of asset prices using GARCH as diffusion approximations
2001, Banca d'Italia
in English

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Book Details

Edition Notes

"February 2001."

Includes bibliographical references (p. [37]-39).

Published in
[Roma]
Series
Temi di discussione -- 396

The Physical Object

Pagination
39 p. :
Number of pages
39

ID Numbers

Open Library
OL22421288M

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History

Download catalog record: RDF / JSON
December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page