Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach
Year of publication: |
2001
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Authors: | Duan, Jin-Chuan ; Zhang, Hua |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 11, p. 1989-2014
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