American option pricing under GARCH with non-normal innovations
Crossref DOI link: https://doi.org/10.1007/s11081-019-09421-w
Published Online: 2019-01-14
Published Print: 2019-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Simonato, Jean-Guy
Text and Data Mining valid from 2019-01-14
Article History
Received: 20 June 2018
Revised: 5 January 2019
Accepted: 5 January 2019
First Online: 14 January 2019