Warrant pricing based on GARCH diffusion model

WU Xin-yu, ZHOU Hai-lin, WANG Shou-yang, MA Chao-qun

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 449-457.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (3) : 449-457. DOI: 10.12011/1000-6788(2012)3-449

Warrant pricing based on GARCH diffusion model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012(3): 449-457 https://doi.org/10.12011/1000-6788(2012)3-449

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