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A closed-form GARCH option pricing model
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$a eng 102 $a US 200 1-
$a <A> closed-form GARCH option pricing model $f Steven L. Heston, Saikat Nandi 210 $a Atlanta $c Federal Reserve Bank of Atlanta $d 1997 215 $a 23 s. 225 2-
$a Working Paper $v 97-9 610 1-
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$a Heston $b Steven L. $3 eu_un_auth*p0048628 $4 070 701 -1
$a Nandi $b Saikat $3 eu_un_auth*p0024412 $4 070 801 -0
$a SK $b BA004 $c 19980312 $g AACR2
Počet záznamov: 1