Bayesian option pricing using asymmetric GARCH models
| Authors: | BAUWENS, Luc ; LUBRANO, Michel |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
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| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Empirical Finance, 9, 321-342, 2002. Number -1569 |
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Persistent link: https://www.econbiz.de/10010926942