An analysis of option pricing under systematic consumption risk using GARCH
| Year of publication: |
2004
|
|---|---|
| Authors: | Georgievski, Alex ; Masih, A. Mansur M. |
| Published in: |
Research in International Business and Finance. - Elsevier, ISSN 0275-5319. - Vol. 18.2004, 2, p. 151-171
|
| Publisher: |
Elsevier |