American option pricing under GARCH by a Markov chain approximation (Q5941429)
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scientific article; zbMATH DE number 1635622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under GARCH by a Markov chain approximation |
scientific article; zbMATH DE number 1635622 |
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American option pricing under GARCH by a Markov chain approximation (English)
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20 August 2001
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American options
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GARCH option pricing model
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asset price process
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Markov chain
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