Bayesian option pricing using asymmetric GARCH models

Luc Bauwens and Michel Lubrano

Journal of Empirical Finance, 2002, vol. 9, issue 3, 321-342

Date: 2002
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Citations: View citations in EconPapers (29)

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Working Paper: Bayesian option pricing using asymmetric GARCH models (2002)
Working Paper: Bayesian Option Pricing using Asymmetric Garch Models (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:9:y:2002:i:3:p:321-342

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