Pricing Taiwan option market with GARCH and stochastic volatility
Year of publication: |
2011
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Authors: | Huang, Hung-Hsi ; Wang, Ching-Ping ; Chen, Shiau-Hung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 10, p. 747-755
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