Bayesian option pricing using asymmetric GARCH models
| Year of publication: |
2002
|
|---|---|
| Authors: | Bauwens, Luc ; Lubrano, Michel |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 3, p. 321-342
|
| Publisher: |
Elsevier |