Option Pricing in ARCH-type Models
Year of publication: |
1998
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Authors: | Kallsen, Jan ; Taqqu, Murad S. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 8.1998, 1, p. 13-26
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