A lattice model for option pricing under GARCH-jump processes

Lin, B.-H.B.-H.LinMAO-WEI HUNGJR-YAN WANGWu, Ping-DaPing-DaWu2020-02-152020-02-152013https://scholars.lib.ntu.edu.tw/handle/123456789/459564A lattice model for option pricing under GARCH-jump processesjournal article10.1007/s11147-012-9087-82-s2.0-84884814560https://www.scopus.com/inward/record.uri?eid=2-s2.0-84884814560&doi=10.1007%2fs11147-012-9087-8&partnerID=40&md5=fede5bafc1c99c11df3eefa007e6e63a