Similar Items: Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach
- Time-varying volatility models and indices : a GARCH option pricing approach
- Pricing methods for American options
- An Investigation into the suitability of using GARCH process for pricing options on the SAFEX all share index futures contracts
- A finite element approach to pricing Barrier options
- Sequential Calibration of Asset Pricing Models to Option Prices
- Modelling of volatility of stock prices using GARCH models & its importance in portfolio construction
Author: Kotze, Kevin
- Monetary policy in low income countries: the case of Uganda
- Connectedness of the African Equity Markets: A Time-Frequency Spillover Analysis
- Forecasting the South African rand 's variance and covariance using conditional heteroskedastic and realized volatility models
- Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies
- Comparing GARCH models for gold price data, using a statistical loss function approach and an option pricing approach
- Asymmetric effects of monetary policy: A Markov-Switching SVAR approach