An empirical comparison of GARCH option pricing models
| Year of publication: |
2005
|
|---|---|
| Authors: | Hsieh, K.C. ; Ritchken, P. |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 8.2005, 3, p. 129-150
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