American option valuation: Implied calibration of GARCH pricing models

Journal of Futures Markets

Volumn 31, Issue 10, 2011, Pages 971-994

  Weber, Michael ^a   Prokopczuk, Marcel ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79960954646     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20496     Document Type: Article

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