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~isPartOf:"European journal of operational research : EJOR"
~person:"Elliott, Robert J."
~subject:"Stochastic process"
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Elliott, Robert J.
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European journal of operational research : EJOR
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Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
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