Implementing option pricing models when asset returns follow an autoregressive moving average process
2012 ◽
Vol 24
◽
pp. 8-25
◽
1973 ◽
Vol 18
(6)
◽
pp. 689-691
◽
1974 ◽
Vol 11
(01)
◽
pp. 63-71
◽
2007 ◽
Vol 28
(4)
◽
pp. 498-520
◽
1983 ◽
Vol 17
(3)
◽
pp. 233-236
◽
1985 ◽
Vol 2
(1)
◽
pp. 37-44
◽
1984 ◽
Vol 2
(3)
◽
pp. 271-278
◽