On accurate and provably efficient GARCH option pricing algorithms

Quantitative Finance

Volumn 5, Issue 2, 2005, Pages 181-198

  Lyuu, Yuh Dauh ^a   Chi Ning, W U ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22944434549     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1080/14697680500040157     Document Type: Article

References (28)

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