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Michèle Breton, Hatem Ben Ameur, Juan-Manuel Martinez, Groupe d'études et de recherche en analyse des décisions (Montréal, Québec)
A Dynamic Programming Approach for Pricing Options in the GARCH Model
A Dynamic Programming Approach for Pricing Options in the GARCH Model
Michèle Breton
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Michèle Breton
Michèle Breton, Hatem Ben Ameur, Juan-Manuel Martinez, Groupe d'études et de recherche en analyse des décisions (Montréal, Québec)
A Dynamic Programming Approach for Pricing Options in the GARCH Model
A Dynamic Programming Approach for Pricing Options in the GARCH Model
Michèle Breton,
Hatem Ben Ameur,
Juan-Manuel Martinez,
Groupe d'études et de recherche en analyse des décisions (Montréal, Québec)
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