Lehar, A., Scheicher, M., & Schittenkopf, C. (2001). GARCH vs stochastic volatility: Option pricing and risk management. Vienna Univ. of Economics and Business Administration.
Chicago-Zitierstil (17. Ausg.)Lehar, Alfred, Martin Scheicher, und Christian Schittenkopf. GARCH Vs Stochastic Volatility: Option Pricing and Risk Management. Vienna: Vienna Univ. of Economics and Business Administration, 2001.
MLA-Zitierstil (9. Ausg.)Lehar, Alfred, et al. GARCH Vs Stochastic Volatility: Option Pricing and Risk Management. Vienna Univ. of Economics and Business Administration, 2001.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.