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Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

✍ Scribed by An-Sing Chen; Mark T. Leung

Book ID: 116614581
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 221 KB
Volume: 29
Category: Article
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2004.10.005

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