Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft. Option pricing with conditional GARCH models. European Journal of Operational Research, 289(1):350-363, 2021. [doi]
@article{Escobar-AnelRS21,
title = {Option pricing with conditional GARCH models},
author = {Marcos Escobar-Anel and Javad Rastegari and Lars Stentoft},
year = {2021},
doi = {10.1016/j.ejor.2020.07.002},
url = {https://doi.org/10.1016/j.ejor.2020.07.002},
researchr = {https://researchr.org/publication/Escobar-AnelRS21},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {289},
number = {1},
pages = {350-363},
}