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Publications by Joanna Górka

Option Pricing Under Sign RCA-GARCH Models

Dynamic Econometric Models

English

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GARCH Option Pricing Models With Meixner Innovations

Review of Derivatives Research

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GARCH Option Pricing Models and the Variance Risk Premium

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An Option Pricing Formula for the GARCH Diffusion Model

Computational Statistics and Data Analysis

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Computational Theory

Computational Mathematics

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Dynamic Option Pricing Model Based on the Realized-Garch-Nig Approach

Open Journal of Social Sciences

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Option Pricing Applications of Quadratic Volatility Models

Journal of Mathematical Finance

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Specification Tests of Calibrated Option Pricing Models

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Empirical Testing of Real Option-Pricing Models

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Option Pricing Under a Stressed-Beta Model

Annals of Finance

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Option Pricing Under the Variance Gamma Process

SSRN Electronic Journal

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