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Warrant pricing under GARCH diffusion model
Wu, Xin-Yu
;
Ma, Chao-Qun
;
Wang, Shou-Yang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2245
Persistent link: https://www.econbiz.de/10010032177
Saved in:
2
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
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