Pricing Derivatives Securities with Prior Information on Long-Memory Volatility
Document title: Pricing Derivatives Securities with Prior Information on Long-Memory Volatility
Journal: Economía mexicana
Database: CLASE
System number: 000196937
ISSN: 0185-0458
Authors: 1
2
Institutions: 1Instituto Tecnológico Autónomo de México, Departamento de Estadística, México, Distrito Federal. México
2University of Oxford, Oxford, Oxfordshire. Reino Unido
Year:
Season: Ene-Jun
Volumen: 12
Number: 1
Pages: 103-134
Country: México
Language: Inglés
Document type: Artículo
Approach: Analítico
Disciplines: Economía
Keyword: Banca,
Econometría,
Valuación de productos,
Mercado financiero,
México,
Modelos econométricos
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