SHORTER PAPERS - Pricing Options under Generalized GARCH and Stochastic Volatility Processes
| Year of publication: |
1999
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|---|---|
| Authors: | Ritchken, Peter ; Trevor, Rob |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 54.1999, 1, p. 377-402
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