"Option pricing with conditional GARCH models."

Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft (2021)

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DOI: 10.1016/J.EJOR.2020.07.002

access: closed

type: Journal Article

metadata version: 2023-09-30

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Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft:
Option pricing with conditional GARCH models. Eur. J. Oper. Res. 289(1): 350-363 (2021)

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