Conditional Volatility and the GARCH Option Pricing Model with Non‐Normal Innovations
| Year of publication: |
2013
|
|---|---|
| Authors: | Byun, Suk Joon ; Min, Byungsun |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 1, p. 1-28
|
| Publisher: |
John Wiley & Sons, Ltd. |