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Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin; Siu-Hang Li, Johnny; Ng, Andrew Cheuk-Yin - In: The North American journal of economics and finance : a … 31 (2015), pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
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Pricing American options : RNMs-constrained entropic least-squares approach
Yu, Xisheng; Xie, Xiaoke - In: The North American journal of economics and finance : a … 31 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011514205