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

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  • Duan, Jin-Chuan
  • Zhang, Hua

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  • Duan, Jin-Chuan & Zhang, Hua, 2001. "Pricing Hang Seng Index options around the Asian financial crisis - A GARCH approach," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 1989-2014, November.
    • Handle: RePEc:eee:jbfina:v:25:y:2001:i:11:p:1989-2014
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