Convergence speed of garch option price to diffusion option price
10.1142/S0219024909005269
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44420 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-44420 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-444202024-04-04T00:33:11Z Convergence speed of garch option price to diffusion option price Duan, J.-C. Wang, Y. Zou, J. FINANCE Convergence rate European option Stochastic volatility 10.1142/S0219024909005269 International Journal of Theoretical and Applied Finance 12 3 359-391 2013-10-09T08:05:58Z 2013-10-09T08:05:58Z 2009 Article Duan, J.-C., Wang, Y., Zou, J. (2009). Convergence speed of garch option price to diffusion option price. International Journal of Theoretical and Applied Finance 12 (3) : 359-391. ScholarBank@NUS Repository. https://doi.org/10.1142/S0219024909005269 02190249 http://scholarbank.nus.edu.sg/handle/10635/44420 000216439500006 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
Convergence rate European option Stochastic volatility |
| spellingShingle |
Convergence rate European option Stochastic volatility Duan, J.-C. Wang, Y. Zou, J. Convergence speed of garch option price to diffusion option price |
| description |
10.1142/S0219024909005269 |
| author2 |
FINANCE |
| author_facet |
FINANCE Duan, J.-C. Wang, Y. Zou, J. |
| format |
Article |
| author |
Duan, J.-C. Wang, Y. Zou, J. |
| author_sort |
Duan, J.-C. |
| title |
Convergence speed of garch option price to diffusion option price |
| title_short |
Convergence speed of garch option price to diffusion option price |
| title_full |
Convergence speed of garch option price to diffusion option price |
| title_fullStr |
Convergence speed of garch option price to diffusion option price |
| title_full_unstemmed |
Convergence speed of garch option price to diffusion option price |
| title_sort |
convergence speed of garch option price to diffusion option price |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/44420 |
| _version_ |
1795373765200183296 |