On accurate and provably efficient GARCH option pricing algorithms

YUH-DAUH LYUUChi-Ning, W.U.W.U.Chi-Ning2018-09-102018-09-102005http://www.scopus.com/inward/record.url?eid=2-s2.0-22944434549&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/318167en-USOn accurate and provably efficient GARCH option pricing algorithmsjournal article10.1080/14697680500040157