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"Dynamic Programming Approach for Valuing Options in the GARCH Model."
Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez (2009)
- Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez:
Dynamic Programming Approach for Valuing Options in the GARCH Model. Manag. Sci. 55(2): 252-266 (2009)
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