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Improving the Option Pricing Performance of GARCH Models in Inefficient Market

  1. LAHOUEL, Noureddine - HELLARA, Slaheddine. Improving the Option Pricing Performance of GARCH Models in Inefficient Market. In Investment Management and Financial Innovations. - Sumy : LLC "Consulting Publishing Company "Business Perspectives", 2020. ISSN 1810-4967, 2020, vol. 17, no. 2, s. 14-25.
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