Approximating American option prices in the GARCH framework
| Year of publication: |
2003
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Gauthier, Geneviève ; Sasseville, Caroline ; Simonato, Jean-Guy |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 10, p. 915-930
|