Author: García-Rubio Raquel
Publisher: Inderscience Publishers
ISSN: 1756-7130
Source: International Journal of Financial Markets and Derivatives, Vol.2, Iss.3, 2011-09, pp. : 236-243
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Numerical option pricing in the presence of bubbles
By Ekström Erik Lötstedt Per Sydow Lina Von Tysk Johan
Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. :
On accurate and provably efficient GARCH option pricing algorithms
Quantitative Finance, Vol. 5, Iss. 2, 2005-04 ,pp. :