Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Dynamic Programming Approach for Valuing Options in the GARCH Model."

Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez (2009)

> Home

Details and statistics

DOI: 10.1287/MNSC.1080.0925

access: closed

type: Journal Article

metadata version: 2020-06-30

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/AmeurBM09
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/AmeurBM09
Hatem Ben Ameur, Michèle Breton, Juan-Manuel Martinez:
Dynamic Programming Approach for Valuing Options in the GARCH Model. Manag. Sci. 55(2): 252-266 (2009)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.