%0 Journal Article %1 journals/eor/MennR05 %A Menn, Christian %A Rachev, Svetlozar T. %D 2005 %J Eur. J. Oper. Res. %K dblp %N 1 %P 201-209 %T A GARCH option pricing model with alpha-stable innovations. %U http://dblp.uni-trier.de/db/journals/eor/eor163.html#MennR05 %V 163

@article{journals/eor/MennR05, added-at = {2020-02-21T00:00:00.000+0100}, author = {Menn, Christian and Rachev, Svetlozar T.}, biburl = {https://www.bibsonomy.org/bibtex/2b50c5baa96340745e20e4725ce4566f1/dblp}, ee = {https://doi.org/10.1016/j.ejor.2004.01.009}, interhash = {01f3c0919b1bc6629ea804493dae5b4e}, intrahash = {b50c5baa96340745e20e4725ce4566f1}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 1, pages = {201-209}, timestamp = {2020-02-22T12:21:44.000+0100}, title = {A GARCH option pricing model with alpha-stable innovations.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor163.html#MennR05}, volume = 163, year = 2005 }