Journal of Futures Markets

Cover image for Journal of Futures Markets

October 2003

Volume 23, Issue 10

Pages 915–1017

    1. Approximating American option prices in the GARCH framework (pages 915–929)

      Jin-Chuan Duan, Geneviève Gauthier, Caroline Sasseville and Jean-Guy Simonato

      Version of Record online: 20 AUG 2003 | DOI: 10.1002/fut.10096

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