Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model
Year of publication: |
2005
|
---|---|
Authors: | Chen, An-Sing ; Leung, Mark T. |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 12, p. 2947-2969
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Publisher: |
Elsevier |
Saved in:
Online Resource
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