Warrants pricing based on GJR-GARCH model with Lévy processes adjusting: An empirical analysis between Mainland and Hongkong

WU Heng-yu, MA Jun-wei, ZHU Fu-min, LIN Zhang-xi

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (12) : 3009-3021.

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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 ›› 2014, Vol. 34 ›› Issue (12) : 3009-3021. DOI: 10.12011/1000-6788(2014)12-3009

Warrants pricing based on GJR-GARCH model with Lévy processes adjusting: An empirical analysis between Mainland and Hongkong

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2014, 34(12): 3009-3021 https://doi.org/10.12011/1000-6788(2014)12-3009

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