Recovering the probability density function of asset prices using GARCH as diffusion approximations
By: Fabio Fornari and Antonio Mele.
Contributors: Mele, Antonio.; Banca d'Italia. Servizio studi
Series: Temi di discussione -- 396
Publisher: Banca d'Italia
Published: 2001
Place of publication: [Roma]
Language: eng
Number of pages: 39
Subjects: Risk perception.; Option (Finance) -- Prices.; Investment analysis.
Notes: "February 2001."

Includes bibliographical references (p. [37]-39).