A lattice model for option pricing under GARCH-jump processes

Journal

Review of Derivatives Research

Journal Volume

16

Journal Issue

3

Pages

295-329

Date Issued

2013

Author(s)

Lin, B.-H.

Wu, Ping-Da

DOI

10.1007/s11147-012-9087-8

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459564

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884814560&doi=10.1007%2fs11147-012-9087-8&partnerID=40&md5=fede5bafc1c99c11df3eefa007e6e63a

Type

journal article