Warrant pricing under GARCH diffusion model
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Xin-Yu ; Ma, Chao-Qun ; Wang, Shou-Yang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 6, p. 2237-2245
|