THE GARCH OPTION PRICING MODEL
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1995.tb00099.x/fullpdf
Reference33 articles.
1. Fact and Fantasy in the Use of Options
2. The Valuation of Option Contracts and a Test of Market Efficiency
3. The Pricing of Options and Corporate Liabilities
4. Generalized autoregressive conditional heteroskedasticity
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