Learning for infinitely divisible GARCH models in option pricing (Q2699614): Difference between revisions

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Revision as of 22:30, 31 July 2024

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Learning for infinitely divisible GARCH models in option pricing
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    Learning for infinitely divisible GARCH models in option pricing (English)
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    19 April 2023
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    Lévy-GARCH models
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    Markov chain Monte Carlo
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    option pricing
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    particle filtering
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    sequential Bayesian learning
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