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Applied Financial Economics Volume 21, 2011 - Issue 10
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Original Articles

Pricing Taiwan option market with GARCH and stochastic volatility

Hung-Hsi Huang Department of Banking and Finance, National Chiayi University, Chiayi City, Taiwan
,
Ching-Ping Wang Graduate Institute of Finance, Economics, and Business Decision, National Kaohsiung University of Applied Sciences, No. 415, Jiangong Rd., Sanmin District, Kaohsiung City 80778, TaiwanCorrespondence[email protected]
&
Shiau-Hung Chen Graduate Institute of Finance, National Pingtung University of Science and Technology, Pingtung, Taiwan
Pages 747-754 | Published online: 10 Feb 2011

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