Author Details

STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - SOL. 3 - Financial data modelling - 28th June, h. 11.15-12.30, room 007
Estimating and testing autoregressive gamma volatility models for option pricing
Abstract

UniversitÃ degli Studi di Salerno - Campus universitario di Fisciano
Via Giovanni Paolo II 84084 Fisciano (SA) - Italy
sis2016@unisa.it