OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING
ELLIOTT, ROBERT J.; SIU, TAK KUEN; CHAN, LEUNGLUNG
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者ELLIOTT, ROBERT J.; SIU, TAK KUEN; CHAN, LEUNGLUNG
- 卷第9卷
- 期第6期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小231.69KB
- 发表时间2006-09
- DOI10.1142/S0219024906003846
- 页码825-841