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112 pages • missing pub info (editions)
ISBN/UID: 9783843388092
Format: Paperback
Language: English
Publisher: LAP Lambert Academic Publishing
Publication date: 27 December 2010
Description
In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which one is the most suitable method to predict fro...
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112 pages • missing pub info (editions)
ISBN/UID: 9783843388092
Format: Paperback
Language: English
Publisher: LAP Lambert Academic Publishing
Publication date: 27 December 2010
Description
In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for Black-Scholes to find out which one is the most suitable method to predict fro...
Community Reviews
Content Warnings