Title of article
Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach
Author/Authors
Jin-Chuan Duan، نويسنده , , Hua Zhang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
26
From page
1989
To page
2014
Keywords
Index options , Smile/smirk , GARCH , Black–Scholes model , Implied volatility
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193316
Link To Document