Work

Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach

Year: 2001

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(00)00166-7

Authors: Jin-Chuan Duan, Hua Zhang

Institutions: University of Toronto, Hong Kong University of Science and Technology, Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2010738895

FWCI: 5.11

Cites: 36

Cited by: 71

Related to: 10