Conditional heteroskedasticity, asymmetry, and option pricing
| Year of publication: |
1995
|
|---|---|
| Authors: | Kang, Taehoon ; Brorsen, B. Wade |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 15.1995, 8, p. 901-928
|
| Publisher: |
John Wiley & Sons, Ltd. |