Variance reduction techniques for GARCH models in option pricing

XUE Yuan，CAO XiaoLong，HU YunJiao

Journal of Beijing University of Chemical Technology ›› 2015, Vol. 42 ›› Issue (6) : 109-114.

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Journal of Beijing University of Chemical Technology ›› 2015, Vol. 42 ›› Issue (6) : 109-114.

Variance reduction techniques for GARCH models in option pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2015, 42(6): 109-114

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2015-04-10	2015-12-30
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2015-12-30

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