Comparison Results for GARCH Processes (Q2923429): Difference between revisions

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+Incompleteness of markets driven by a mixed diffusion
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+Comparison of option prices in semimartingale models
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+On Random Variables with Comparable Peakedness
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+Generalized autoregressive conditional heteroscedasticity
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+Robustness of the Black and Scholes Formula
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Association of Random Variables, with Applications
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+Q5733942
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+Q4802405
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+Stochastic Convexity on General Space
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+Q2778807
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+Stochastic orders in dynamic reinsurance markets
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+Q4301147
@@ Property / cites work: Q4301147 / rank @@
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