Implementing option pricing models when asset returns follow an autoregressive moving average process
| Year of publication: |
2012
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|---|---|
| Authors: | Wang, Chou-Wen ; Wu, Chin-Wen ; Tzang, Shyh-Weir |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 24.2012, p. 8-26
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