Pricing SPX and DIX by HAR models

Author: Jou Yow-Jen   Wang Chih-Wei   Chiu Wan-Chien  

Publisher: Inderscience Publishers

ISSN: 1742-7185

Source: International Journal of Computational Science and Engineering, Vol.5, Iss.1, 2009-12, pp. : 10-20

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Abstract