Pricing options under generalized GARCH and stochastic volatility processes

Journal of Finance

Volumn 54, Issue 1, 1999, Pages 377-402

  Ritchken, Peter ^a   Trevor, Rob ^b  

^a CASE WESTERN RESERVE UNIVERSITY   (United States)

^b MACQUARIE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009081815     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00109     Document Type: Article

References (27)

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