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The GARCH option pricing model
Duan, Jin-Chuan - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10001185066
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Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan; Ritchken, Peter H.; Sun, Zhiqiang - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
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CORRECTIONS - Correction: Maximum Likelihood Estimation Using Price Data of the Derivative Contract (Mathematical Finance 1994, 4-2, 155-167)
Duan, Jin-Chuan - In: Mathematical finance : an international journal of … 10 (2000) 4, pp. 461
Persistent link: https://www.econbiz.de/10008217562
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The Garch Option Pricing Model
Duan, Jin-Chuan - In: Mathematical finance : an international journal of … 5 (1995) 1, pp. 13-32
Persistent link: https://www.econbiz.de/10008223676
Cover Image
Maximum Likelihood Estimation using Price Data of the Derivative Contract
Duan, Jin-Chuan - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10008223927