Narrow search
Showing 1 - 4 of 4
Cover Image
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978436
Cover Image
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter; Trevor, Rob - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Cover Image
On the interplay of production flexibility, capital structure, and investment timing
Lai, Guoming; Ritchken, Peter H.; Wu, Qi - In: Manufacturing & service operations management : M & SOM 25 (2023) 6, pp. 2106-2121
Persistent link: https://www.econbiz.de/10014437618
Cover Image
Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan; Ritchken, Peter H.; Sun, Zhiqiang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10003336780