Option valuation with normal mixture GARCH models

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Badescu, A., Kulperger, R. and Lazar, E. orcid id iconORCID: https://orcid.org/0000-0002-8761-0754 (2008) Option valuation with normal mixture GARCH models. Studies in nonlinear dynamics & econometrics, 12 (2). 5. ISSN 1558-3708 doi: 10.2202/1558-3708.1580

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/20454
Identification Number/DOI 10.2202/1558-3708.1580
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher The Berkeley Electronic Press
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Full text not archived in this repository.
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