Approximating American option prices in the GARCH framework
| Year of publication: |
2003
|
|---|---|
| Authors: | Jin‐Chuan Duan ; Gauthier, Geneviève ; Sasseville, Caroline ; Jean‐Guy Simonato |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 23.2003, 10, p. 915-929
|
| Publisher: |
John Wiley & Sons, Ltd. |