Skip to main navigation Skip to search Skip to main content

Pricing executive stock options with averaging features under the Heston–Nandi GARCH model

  • Zhiwei SU
  • , Xingchun WANG*
    • *Corresponding author for this work

Research output: Journal Publications › Journal Article (refereed) › peer-review

7   Link opens in a new tab Citations (Scopus)

Fingerprint

Dive into the research topics of 'Pricing executive stock options with averaging features under the Heston–Nandi GARCH model'. Together they form a unique fingerprint.
Sort by