An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes"
written by Zhongmin Qian, Xingcheng Xu,
published by Journal of Mathematical Finance, Vol.13 No.2, 2023

has been cited by the following article(s):

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