Duan, J-C., Gauthier, G. et Simonato, J-G. An Analytical Approximation for the GARCH Option Pricing Model.Journal of Computational Finance (à paraître).详细信息：
"An Analytical Approximation for
the GARCH Option Pricing Model," by Jin-Chuan Duan, Genevieve Gauthier and
Jean-Guy Simonato, 1999, Journal of Computational Finance, 75-116.