Lehar, A., Scheicher, M., & Schittenkopf, C. (2001). GARCH vs stochastic volatility: Option pricing and risk management. Vienna Univ. of Economics and Business Administration.
Chicago Style (17th ed.) CitationLehar, Alfred, Martin Scheicher, and Christian Schittenkopf. GARCH Vs Stochastic Volatility: Option Pricing and Risk Management. Vienna: Vienna Univ. of Economics and Business Administration, 2001.
MLA (9th ed.) CitationLehar, Alfred, et al. GARCH Vs Stochastic Volatility: Option Pricing and Risk Management. Vienna Univ. of Economics and Business Administration, 2001.
Warning: These citations may not always be 100% accurate.