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Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach

✍ Scribed by Jin-Chuan Duan; Hua Zhang

Book ID: 117528285
Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 285 KB
Volume: 25
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(00)00166-7

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