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
by Fabio Fornari
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Last edited by Open Library Bot
December 4, 2010 | History
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Subjects
Investment analysis, Option (Finance), Prices, Risk perceptionShowing 1 featured edition. View all 1 editions?
| Edition | Availability |
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1
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).
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| December 4, 2010 | Edited by Open Library Bot | Added subjects from MARC records. |
| December 10, 2009 | Created by WorkBot | add works page |