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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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Related works:
Working Paper: Bayesian option pricing using asymmetric GARCH models (2002)
Working Paper: Bayesian Option Pricing using Asymmetric Garch Models (2000)
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