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A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
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The Review of Financial Studies - A Closed-Form GARCH Option Valuation Model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-626
Persistent link: https://www.econbiz.de/10007049224
Saved in:
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