@article{econhot_econhot-cited-a6bb9329d6b35ddc, title = {THE GARCH OPTION PRICING MODEL}, author = {Jin‐Chuan Duan}, journal = {Mathematical Finance}, year = {1995}, volume = {5}, number = {1}, pages = {13-32}, doi = {10.1111/j.1467-9965.1995.tb00099.x}, url = {https://doi.org/10.1111/j.1467-9965.1995.tb00099.x} }