Department of Economics and Business Economics

American Option Pricing Using Simulation with an Application to the GARCH Model

Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationHandbook Of Research Methods And Applications In Empirical Finance
EditorsAdrian R. Bell, Chris Brooks, Marcel Prokopczuk
Place of publicationCheltenham, UK
PublisherEdward Elgar Publishing
Publication year2013
Pages114-147
ISBN (print)978 0 85793 608 0
ISBN (Electronic)978 0 85793 609 7
Publication statusPublished - 2013

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