On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shui's Approach

Tak Kuen Siu, H. Tong, H. Yang

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)17-31
Number of pages15
JournalNorth American Actuarial Journal
Volume8
Issue number3
Publication statusPublished - 2004

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