An analytical approximation to the option formula for the GARCH model
Year of publication: |
2005
|
---|---|
Authors: | Choi, Youngsoo |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 14.2005, 2, p. 149-164
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Are disposition effect and skew preference correlated? Evidence from account‐level ELW transactions
Choi, Youngsoo, (2019)
-
An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo, (2007)
-
Choi, Youngsoo, (2005)
- More ...