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Pricing American options when the underlying asset follows GARCH processes [An article from: Journal of Empirical Finance]

Name: Pricing American options when the underlying asset follows GARCH processes [An article from: Journal of Empirical Finance]
Author: L. Stentoft
ISBN: 978B000RR5Z90

AuthorL. Stentoft

PublisherElsevier

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Book Details

Author(s)L. Stentoft

PublisherElsevier

ISBN / ASINB000RR5Z9M

ISBN-13978B000RR5Z90

MarketplaceFrance 🇫🇷