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Rob Trevor · Study
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Author
Rob Trevor
2 works
· latest 1999
· 1 institutions
cluster: provisional
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Citations
261
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99
Most cited in this library
Pricing Options under Generalized GARCH and Stochastic Volatility Processes
1999 · 240 citations
Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes
1999 · 21 citations
Works
2 shown
Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes
Journal of Business and Economic Statistics
·
1999
·
2 authors
21
citations
Pricing Options under Generalized GARCH and Stochastic Volatility Processes
The Journal of Finance
·
1999
·
2 authors
·
Open access
240
citations