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A closed-form GARCH option valuation model

✍ Scribed by Heston, S. L.

Book ID: 111678702
Publisher: Oxford University Press
Year: 2000
Tongue: English
Weight: 314 KB
Volume: 13
Category: Article
ISSN: 0893-9454
DOI: 10.1093/rfs/13.3.585

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