A closed-form GARCH option valuation model

Review of Financial Studies

Volumn 13, Issue 3, 2000, Pages 585-625

  Heston, Steven L ^b   Nandi, Saikat ^a  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034375561     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/13.3.585     Document Type: Article

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