Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach

By Zhuo Huang, Tianyi Wang, P. R. Hansen. 2017

47 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/183b7b346c52784c1c59d9350bed151ef2b85c44