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Option valuation with normal mixture GARCH models

Badescu, A., Kulperger, R. and Lazar, E. (2008) Option valuation with normal mixture GARCH models. Studies in nonlinear dynamics & econometrics, 12 (2). 5. ISSN 1558-3708

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To link to this article DOI: 10.2202/1558-3708.1580


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20454
Publisher:The Berkeley Electronic Press

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