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Accelerating FHS Option Pricing Under Linear GARCH

Crossref DOI link: https://doi.org/10.1007/s10614-020-10033-1

Published Online: 2020-07-29

Published Print: 2021-08

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Xie, Haibin https://orcid.org/0000-0001-5727-1897
Wu, Xinyu

Fan, Pengying
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (71401033)
License Information

Text and Data Mining valid from 2020-07-29

Version of Record valid from 2020-07-29
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Article History

Accepted: 23 July 2020

First Online: 29 July 2020