Citation: Jc. Duan et H. Zhang, Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach, J BANK FIN, 25(11), 2001, pp. 1989-2014
Authors:
Stephens, JC
Schneider, JA
Tanguay, DA
Choi, J
Acharya, T
Stanley, SE
Jiang, RH
Messer, CJ
Chew, A
Han, JH
Duan, JC
Carr, JL
Lee, MS
Koshy, B
Kumar, AM
Zhang, G
Newell, WR
Windemuth, A
Xu, CB
Kalbfleisch, TS
Shaner, SL
Arnold, K
Schulz, V
Drysdale, CM
Nandabalan, K
Judson, RS
Ruano, G
Vovis, GF
Citation: Jc. Stephens et al., Haplotype variation and linkage disequilibrium in 313 human genes, SCIENCE, 293(5529), 2001, pp. 489-493
Citation: Jc. Duan, Maximum likelihood estimation using price data of the derivative contract (vol 4, pg 155, 1994), MATH FINANC, 10(4), 2000, pp. 461-462