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Latest revision as of 21:02, 5 March 2024
scientific article; zbMATH DE number 6796357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6796357 |
Statements
20 October 2017
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GARCH model
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generalized hyperbolic distribution
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Monte Carlo method
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option pricing
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