Publication: A lattice model for option pricing under GARCH-jump processes
| cris.lastimport.scopus | 2025-05-07T21:52:30Z | |
| cris.virtual.department | International Business | en_US |
| cris.virtual.department | International Business | en_US |
| cris.virtual.department | FinTech Center | en_US |
| cris.virtual.orcid | #PLACEHOLDER_PARENT_METADATA_VALUE# | |
| cris.virtual.orcid | 0000-0001-7952-121X | en_US |
| cris.virtualsource.department | 00a5ce09-4a94-4bad-af8b-72c553d4665e | |
| cris.virtualsource.department | df50cc58-6195-4654-b6bf-aebb7714ca05 | |
| cris.virtualsource.department | df50cc58-6195-4654-b6bf-aebb7714ca05 | |
| cris.virtualsource.orcid | 00a5ce09-4a94-4bad-af8b-72c553d4665e | |
| cris.virtualsource.orcid | df50cc58-6195-4654-b6bf-aebb7714ca05 | |
| dc.contributor.author | Lin, B.-H. | en_US |
| dc.contributor.author | MAO-WEI HUNG | en_US |
| dc.contributor.author | JR-YAN WANG | en_US |
| dc.contributor.author | Wu, Ping-Da | en_US |
| dc.creator | Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D. | |
| dc.date.accessioned | 2020-02-15T03:53:12Z | |
| dc.date.available | 2020-02-15T03:53:12Z | |
| dc.date.issued | 2013 | |
| dc.identifier.doi | 10.1007/s11147-012-9087-8 | |
| dc.identifier.scopus | 2-s2.0-84884814560 | |
| dc.identifier.uri | https://scholars.lib.ntu.edu.tw/handle/123456789/459564 | |
| dc.identifier.url | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884814560&doi=10.1007%2fs11147-012-9087-8&partnerID=40&md5=fede5bafc1c99c11df3eefa007e6e63a | |
| dc.relation.ispartof | Review of Derivatives Research | |
| dc.relation.journalissue | 3 | |
| dc.relation.journalvolume | 16 | |
| dc.relation.pages | 295-329 | |
| dc.title | A lattice model for option pricing under GARCH-jump processes | en_US |
| dc.type | journal article | en |
| dspace.entity.type | Publication |