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Bayesian option pricing using asymmetric GARCH models

Bibliographic reference Bauwens, Luc ; Lubrano, Michel. Bayesian option pricing using asymmetric GARCH models. In: Journal of Empirical Finance, Vol. 9, no. 3, p. 321 – 342 (Août 2002)
Permanent URL http://hdl.handle.net/2078.1/23059