American option pricing under GARCH with non-normal innovations

Simonato, Jean-Guy | Online Contents | 2019

American option pricing under GARCH with non-normal innovations

Simonato, Jean-Guy | Springer Verlag | 2019

Road Pricing: An Advisable Option?

Hau, T. D. / Asian Productivity Organization | British Library Conference Proceedings | 1993

Multi-asset option pricing in incomplete market driven by multivariate normal tempered stable process

Yue, Jia / Wang, Ming-hui / Huang, Nan-jing | British Library Online Contents | 2017

Vulnerable Option Pricing under Heterogeneity and Its Applications in Taiwan Warrant Market

Liu, Y.-H. / Jiang, I.-M. | British Library Online Contents | 2010