A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL (Q5386318): Difference between revisions

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+A Dynamic Programming Procedure for Pricing American-Style Asian Options
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+The Pricing of Options and Corporate Liabilities
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+Generalized autoregressive conditional heteroscedasticity
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+THE GARCH OPTION PRICING MODEL
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+American option pricing under GARCH by a Markov chain approximation
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+Martingales and stochastic integrals in the theory of continuous trading
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+The value of an Asian option
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