On accurate and provably efficient GARCH option pricing...

On accurate and provably efficient GARCH option pricing algorithms

Lyuu *, Yuh-Dauh, Wu, Chi-Ning
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Volume:
5
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500040157
Date:
April, 2005
File:
PDF, 1012 KB
english, 2005
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