Integration of VIX information in GARCH option pricing models

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Integration of VIX information in GARCH option pricing models

Rahantamialisoa Hasinavonizaka, Fanirisoa Zazaravaka <1984>
Use this identifier to cite or link to this document: http://hdl.handle.net/10579/15566
Publisher: Università Ca' Foscari Venezia
Date: 2018-11-30
Copyright: © Fanirisoa Zazaravaka Rahantamialisoa Hasinavonizaka, 2018
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