Pages that link to "Item:Q3117795"
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The following pages link to Dynamic Programming Approach for Valuing Options in the GARCH Model (Q3117795):
Displayed 5 items.
- American option pricing under GARCH with non-normal innovations (Q2331384) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)