A Closed-Form GARCH Option Valuation Model

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Abstract
Journal Article A Closed-Form GARCH Option Valuation Model Get access Steven L. Heston, Steven L. Heston Goldman Sachs & Company Search for other works by this author on: Oxford Academic Google Scholar Saikat Nandi Saikat Nandi Research Department, Federal Reserve Bank of Atlanta Address all correspondence to Saikat Nandi, Research Department, Federal Reserve Bank of Atlanta, 104 Marietta Street, N.W, Atlanta, GA 30303, or e-mail: saikat.u.nandi@atl.frb.org. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 13, Issue 3, July 2000, Pages 585–625, https://doi.org/10.1093/rfs/13.3.585 Published: 15 June 2015
Reference Key
openalex_W3123686478 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Steven L. Heston, Saikat Nandi
Journal review of financial studies
Year 2000
DOI
10.1093/rfs/13.3.585
URL
https://doi.org/10.1093/rfs/13.3.585
Keywords Keywords not found

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