Title of article
Pricing American options when the underlying asset follows GARCH processes
Author/Authors
Lars Stentoft، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
36
From page
576
To page
611
Keywords
Time-varying volatility , GARCH , American Options , Least Squares Monte Carlo
Journal title
Journal of Empirical Finance
Serial Year
2005
Journal title
Journal of Empirical Finance
Record number
130813
Link To Document