An empirical comparison of GARCH option pricing models

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Pricing American options when the underlying asset follows GARCH processes (2005, methodology): “In particular, it has been the general belief that simulation methods can be used to price options with no early exercise possibility only (see Hull (1997)).”
Approximating the GJR-GARCH and EGARCH option pricing models analytically (2006, unknown): “d = ln(0 K ) + (rT + 1 2 σ(2) ρT ) σρT , (14)”
American Option Pricing Using GARCH Models and the Normal Inverse Gaussian Distribution (2008, unknown): “In Christoffersen, Heston & Jacobs (2006) and Lehnert (2003) GARCH type models with skewed and leptokurtic innovations are used although neither of these use the exact framework of Duan (1999). However, in all these cases the options under consideration are European style and the models considered i”
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities (2006, unknown): “Heynen, Kemna and Vorst (1994), Duan (1996), Hardle and Hafner (2000), Heston and Nandi (2000), Hsieh and Ritchken (2000), Duan and Zhang (2001), Lehar, Scheicher and Schittenkopf (2002), Lehnert (2003) and Stentoft (2003) are some examples.”
GARCH Models (2010, unknown): “To conclude this section, we observe that the formula providing the theoretical option prices can also be used to estimate the parameters of the underlying process, using observed options (see, for instance, Hsieh and Ritchken, 2005).”