GARCH option pricing: A semiparametric approach
| Year of publication: |
2008
|
|---|---|
| Authors: | Badescu, Alexandru M. ; Kulperger, Reg J. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 1, p. 69-85
|