The pricing efficiency of the Heston - Nandi GARCH option valuation model : empirical evidence from the CAC40 index options market /
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| Format: | Book |
| Language: | English |
| Published: |
Thessaloniki:
International Hellenic University,
2011
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| Subjects: |
| Item Description: | Supervisor: Dr. Rafael N. Markellos |
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| Physical Description: | 44 p. : ill.; 30 cm |
| Bibliography: | Includes bibliographical references |