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Regional Center Of The Un Water Virtual Learning (wvlc)
(University of Nairobi, 2007)
Assessment of vulnerability of water resources to environmental change in Africa
(University of Nairobi, 2002)
ICT Human Resource Development in Africa
(University of Nairobi, 2002)
Air pollution studies in Nairobi
(University of Nairobi, 2007)
Developing regional system for sweet potato planting material
(University of Nairobi, 2005)
A COMPARISON OF THE CLASSICAL BLACK-SCHOLES MODEL AND THE GARCH OPTION PRICING MODEL FOR CURRENCY OPTIONS
(2008)
This paper looks at the consequences of introducing heteroscedasticity in option pricing. The analysis
shows that introducing heteroscedasticity results in a better fitting of the empirical distribution of foreign
exchange ...