Dynamic Programming Approach for Valuing Options in the GARCH Model
| Year of publication: |
2009
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|---|---|
| Authors: | Ben-Ameur, Hatem ; Breton, Michèle ; Martinez, Juan-Manuel |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 55.2009, 2, p. 252-266
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