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Bayesian option pricing using asymmetric GARCH models

✍ Scribed by Luc Bauwens; Michel Lubrano

Book ID: 117628143
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 216 KB
Volume: 9
Category: Article
ISSN: 0927-5398
DOI: 10.1016/s0927-5398(01)00058-5

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