Capital standard, forbearance and deposit insurance pricing under GARCH
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- Steven L. Heston & Saikat Nandi, 1997. "A closed-form GARCH option pricing model," FRB Atlanta Working Paper 97-9, Federal Reserve Bank of Atlanta.
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- Rubinstein, Mark, 1994. " Implied Binomial Trees," Journal of Finance, American Finance Association, vol. 49(3), pages 771-818, July.
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- Jin-Chuan Duan, 1994. "Maximum Likelihood Estimation Using Price Data Of The Derivative Contract," Mathematical Finance, Wiley Blackwell, vol. 4(2), pages 155-167. Full references (including those not matched with items on IDEAS)
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