An analytical approximation to the option formula for the GARCH model
Year of publication: |
2005
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Authors: | Choi, Youngsoo |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 14.2005, 2, p. 149-164
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