AMERICAN OPTION PRICING UNDER GARCH DIFFUSION MODEL: AN EMPIRICAL STUDY

WU Xinyu , YANG Wenyu , MA Chaoqun , ZHAO Xiujuan

Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (1) : 193-207.

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Journal of Systems Science & Complexity ›› 2014, Vol. 27 ›› Issue (1) : 193-207. DOI: 10.1007/s11424-014-3279-2
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AMERICAN OPTION PRICING UNDER GARCH DIFFUSION MODEL: AN EMPIRICAL STUDY

  • WU Xinyu 1, YANG Wenyu2 , MA Chaoqun2 , ZHAO Xiujuan3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2014, 27(1): 193-207 https://doi.org/10.1007/s11424-014-3279-2

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