The GARCH Option Pricing Model: A Modification of Lattice Approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Wu, Chun-Chou |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 26.2006, 1, p. 55-66
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