Concepedia

Publication | Open Access

Option pricing for GARCH-type models with generalized hyperbolic innovations

DOIFull Paper Access

58

Citations

34

References

2010

Year

Christophe Chorro, Dominique Guégan, Florian Ielpo
Quantitative Finance

Abstract

Florian Ielpo a effectué sa thèse à l'ED-EPS

References

YearCitations

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