"Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite ..."

Huiming Zhang, Junzo Watada (2018)

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DOI: 10.1587/TRANSINF.2017EDP7236

access: closed

type: Journal Article

metadata version: 2020-04-11

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Huiming Zhang, Junzo Watada:
Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process. IEICE Trans. Inf. Syst. 101-D(7): 1843-1859 (2018)

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