Non-Gaussian GARCH option pricing models and their diffusion limits
Date
2015
Authors
Badescu, A.
Elliott, R.
Ortega, J.
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Journal article
Citation
European Journal of Operational Research, 2015; 247(3):820-830
Statement of Responsibility
Alexandru Badescu, Robert J. Elliott, Juan-Pablo Ortega
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Abstract not available
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© 2015 Elsevier B.V. and Association of European Operational Research Societies ( EURO ) within the International Federation of Operational Research Societies (IFORS). All rights reserved.