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  1. 1
    Improving the option pricing performance of GARCH models in inefficient market

    Improving the option pricing performance of GARCH models in inefficient market by Noureddine Lahouel, Slaheddine Hellara

    Published 2020-04-01
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    Article
  2. 2
    GARCH option-pricing model with analytical solution when interest rate and risk premium change randomly

    GARCH option-pricing model with analytical solution when interest rate and risk premium change randomly by Noureddine Lahouel, Mokhtar Kouki

    Published 2008-11-01
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    Article

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