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Duan, Jin-Chuan
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Society for Computational Economics - SCE
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Chang-Jin Kim University of Washington,, ,Jeremy Piger, Federal Reserve Bank of St. Louis
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Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
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Computing in Economics and Finance 1997
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American GARCH Option Pricing by a Markov Chain Approximation
Duan, Jin-Chuan
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Simonato, Jean-Guy
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Society for Computational Economics - SCE
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Technology
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