Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model
| Year of publication: |
2005
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|---|---|
| Authors: | Chen, An-Sing ; Leung, Mark T. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 12, p. 2947-2970
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