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Latest revision as of 08:59, 10 December 2024

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GARCH option pricing: A semiparametric approach
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    GARCH option pricing: A semiparametric approach (English)
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    18 August 2008
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    option pricing
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    GARCH
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    extended Girsanov principle
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    Esscher transform
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    kernel density estimator
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    semiparametric pricing
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