%0 Journal Article %1 Hafner2001 %A Hafner, Christian M. %A Herwartz, Helmut %D 2001 %J Journal of Empirical Finance %K Option pricing %N 1 %P 1--34 %T Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis %U http://www.sciencedirect.com/science/article/B6VFG-42P52YY-1/1/251e204a20640371e087d39628b3cc9a %V 8

@article{Hafner2001, added-at = {2008-04-23T22:05:04.000+0200}, author = {Hafner, Christian M. and Herwartz, Helmut}, biburl = {https://www.bibsonomy.org/bibtex/23ff276d467fe419d3a255fbf34305c9c/smicha}, interhash = {4438fef46468b95bee0c902cc0ec4527}, intrahash = {3ff276d467fe419d3a255fbf34305c9c}, journal = {Journal of Empirical Finance}, keywords = {Option pricing}, month = Mar, number = 1, pages = {1--34}, timestamp = {2008-04-23T22:15:59.000+0200}, title = {Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis}, url = {http://www.sciencedirect.com/science/article/B6VFG-42P52YY-1/1/251e204a20640371e087d39628b3cc9a}, volume = 8, year = 2001 }