Warrant pricing under GARCH diffusion model
Year of publication: |
2012
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Authors: | Wu, Xin-Yu ; Ma, Chao-Qun ; Wang, Shou-Yang |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 6, p. 2237-2245
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