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On practitioners closed-form GARCH option pricing:
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
.
International Review of Financial Analysis. 94 (2024) - p. 103296 , 2024
Link:
https://doi.org/10.1016/j.irfa.2024.103296
RT Journal T1 <Title>On practitioners closed-form GARCH option pricing</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.irfa.2024.103296&Exemplar=1&LAN=DE A1 Mozumder, Sharif A1 Frijns, Bart A1 Talukdar, Bakhtear A1 Kabir, M. Humayun PB Elsevier BV YR 2024 SN 1057-5219 JF International Review of Financial Analysis VO 94 SP 103296 LK http://dx.doi.org/https://doi.org/10.1016/j.irfa.2024.103296 DO https://doi.org/10.1016/j.irfa.2024.103296 SF ELIB - SuUB Bremen
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