%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 }