On accurate and provably efficient GARCH option pricing algorithms

Author: Lyuu Yuh-Dauh   Wu Chi-Ning  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.5, Iss.2, 2005-04, pp. : 181-198

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract