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%0 Journal Article
%1 Choi2005
%A Choi, Youngsoo
%D 2005
%J International Review of Financial Analysis
%K Black-Scholes formula
%N 2
%P 149--164
%T An analytical approximation to the option formula for the GARCH model
%U http://www.sciencedirect.com/science/article/B6W4W-4CVR2VC-2/1/3de697e0eab3f9c07fc2180b2f07709a
%V 14
@article{Choi2005,
added-at = {2008-04-29T08:06:25.000+0200},
author = {Choi, Youngsoo},
biburl = {https://www.bibsonomy.org/bibtex/209ae54e3d1966bef520740bb02ebe1b9/smicha},
interhash = {6823b2c24dbae2065107b710f5b4ad81},
intrahash = {09ae54e3d1966bef520740bb02ebe1b9},
journal = {International Review of Financial Analysis},
keywords = {Black-Scholes formula},
number = 2,
pages = {149--164},
timestamp = {2008-04-29T08:08:09.000+0200},
title = {An analytical approximation to the option formula for the GARCH model},
url = {http://www.sciencedirect.com/science/article/B6W4W-4CVR2VC-2/1/3de697e0eab3f9c07fc2180b2f07709a},
volume = 14,
year = 2005
}