Option pricing under GARCH processes using PDE methods
- Breton, M.
- De Frutos, J.
ISSN: 0030-364X, 1526-5463
Year of publication: 2010
Volume: 58
Issue: 4 PART 2
Pages: 1148-1157
Type: Article
ISSN: 0030-364X, 1526-5463
Year of publication: 2010
Volume: 58
Issue: 4 PART 2
Pages: 1148-1157
Type: Article