American Option Pricing Under GARCH by a Markov Chain Approximation
Download or Read eBook American Option Pricing Under GARCH by a Markov Chain Approximation PDF written by Duan, Jin-Chuan and published by Montréal : École des hautes études commerciales, Groupe de recherche en finance. This book was released on 1997 with total page 52 pages. Available in PDF, EPUB and Kindle.
Author | : Duan, Jin-Chuan |
Publisher | : Montréal : École des hautes études commerciales, Groupe de recherche en finance |
Total Pages | : 52 |
Release | : 1997 |
ISBN-10 | : OCLC:37980866 |
ISBN-13 | : |
Rating | : 4/5 (66 Downloads) |
Book Synopsis American Option Pricing Under GARCH by a Markov Chain Approximation by : Duan, Jin-Chuan
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