An analytical approximation to the option formula for the GARCH model
| Year of publication: |
2005
|
|---|---|
| Authors: | Choi, Youngsoo |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 14.2005, 2, p. 149-164
|
| Publisher: |
Elsevier |