Hedging options in a GARCH environment : testing the term structure of stochastic volatility models /
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge, MA. :
National Bureau of Economic Research,
[1994].
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| Series: | NBER working paper series ;
working paper no. 4958 |
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| Item Description: | "December 1994." |
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| Physical Description: | 26, [15] p. : ill. ; 22 cm. |
| Bibliography: | Includes bibliographical references (p. 26). |