The complexity of GARCH option pricing models

Journal

Journal of Information Science and Engineering

Journal Volume

28

Journal Issue

4

Pages

689-704

Date Issued

2012

Author(s)

Chen, Y.-C.

Lyuu, Y.-D.

Wen, K.-W.

URI

http://www.scopus.com/inward/record.url?eid=2-s2.0-84862865511&partnerID=MN8TOARS

http://scholars.lib.ntu.edu.tw/handle/123456789/374474

Type

journal article