Banco invest field lab on option volatility models - study on the quality of the Heston-Nandi closed-formula

Bibliographic Details
Main Author: Lopes, Tomás Macedo (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Volatility
Garch
Ewma
Heston-Nandi
Heston
Volatility surface
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/122854
Country:Portugal
Oai:oai:run.unl.pt:10362/122854

Internet

http://hdl.handle.net/10362/122854

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