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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010222937