A lattice model for option pricing under GARCH-jump processes

Bing-Huei Lin; Mao-Wei Hung; Jr-Yan Wang; Ping-Da Wu

Year of publication:	2013
Authors:	Lin, Bing-huei ; Hung, Mao-wei ; Wang, Jr-yan ; Wu, Ping-da
Published in:	Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 16.2013, 3, p. 295-329
Subject:	Optionspreistheorie \| Option pricing theory

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