American option valuation: Implied calibration of GARCH pricing models
| Year of publication: |
2011
|
|---|---|
| Authors: | Weber, Michael ; Prokopczuk, Marcel |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 10, p. 971-995
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