American option pricing under GARCH diffusion model: an empirical study (Q741895): Difference between revisions

@@ Property / author @@
-Xin-Yu Wu
@@ Property / author: Xin-Yu Wu / rank @@
-Normal rank
@@ Property / author @@
-Chao-Qun Ma
@@ Property / author: Chao-Qun Ma / rank @@
-Normal rank
@@ Property / author @@
+Xin-Yu Wu
@@ Property / author: Xin-Yu Wu / rank @@
+Normal rank
@@ Property / author @@
+Chao-Qun Ma
@@ Property / author: Chao-Qun Ma / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11424-014-3279-2
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@@ Property / OpenAlex ID @@
+W2008360001
@@ Property / OpenAlex ID: W2008360001 / rank @@
+Normal rank
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+The Pricing of Options and Corporate Liabilities
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