"The Complexity of GARCH Option Pricing Models."

Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen (2012)

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type: Journal Article

metadata version: 2021-07-16

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Ying-Chie Chen, Yuh-Dauh Lyuu, Kuo-Wei Wen:
The Complexity of GARCH Option Pricing Models. J. Inf. Sci. Eng. 28(4): 689-704 (2012)

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