The complexity of GARCH option pricing models

Chen, Y.-C.Y.-C.ChenLyuu, Y.-D.Y.-D.LyuuWen, K.-W.K.-W.WenYUH-DAUH LYUU2018-09-102018-09-102012http://www.scopus.com/inward/record.url?eid=2-s2.0-84862865511&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/374474The complexity of GARCH option pricing modelsjournal article