EGARCH option pricing with asymmetries in the mean equation
Tae Hoon Kang
| Year of publication: |
1998
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|---|---|
| Authors: | Kang, Tae-hoon |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 14.1998, 1, p. 79-98
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: The Korean economic review |
| Source: |
Persistent link: https://www.econbiz.de/10009934369