@article{riskneutraloptionpricingundergarch,
  title = {Risk-neutral option pricing under GARCH intensity model},
  author = {Kyungsub Lee},
  year = {2019},
  eprint = {1908.05405},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.05405v1},
}