Quadratic Hedging of American Options Under GARCH Models

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Junmei Ma, Chen Wang, Wei Xu
Format:	Artículo Open Access
Published:	Wiley 2026
Subjects:	Journal of Futures Markets
Online Access:	Acceder al recurso
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Description
DOI:	10.1002/fut.70099

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