GARCH option pricing models with Meixner innovations (Q1710580): Difference between revisions

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Latest revision as of 23:50, 17 July 2024

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GARCH option pricing models with Meixner innovations
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    GARCH option pricing models with Meixner innovations (English)
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    23 January 2019
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    GARCH models
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    Meixner distribution
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    Esscher transform
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    option pricing
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