Pricing American options when the underlying asset follows GARCH processes
| Year of publication: |
2005
|
|---|---|
| Authors: | Stentoft, Lars |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 12.2005, 4, p. 576-611
|
| Publisher: |
Elsevier |