Hedging Barrier Options in GARCH Models with Transaction...

Hedging Barrier Options in GARCH Models with Transaction Costs

Huang, Shih-Feng, Tsai, Chan-Yi
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Volume:
57
Language:
english
Journal:
Australian & New Zealand Journal of Statistics
DOI:
10.1111/anzs.12120
Date:
September, 2015
File:
PDF, 766 KB
english, 2015
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