A GARCH model of the implied volatility of the Swiss market index from option prices
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ShareCopied to clipboardA GARCH model of the implied volatility of the Swiss market index from option prices is a book. It was written by Oliver B. Linton and published by London School of Economics and Political Science in 2004.
Key facts
- author: Oliver B. Linton
- publication date: 2004
- book publisher: London School of Economics and Political Science
- book series: LSE Financial Markets Group discussion paper series
- book subjects: unknown
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"A GARCH model of the implied volatility of the Swiss market index from option prices" is one of the books by Oliver B. Linton, books by London School of Economics and Political Science and 2,617,384 books in our database.
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