American option pricing under GARCH diffusion model: an empirical study (Q741895): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1007/s11424-014-3279-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11424-014-3279-2 / rank | |||
Normal rank | |||
Latest revision as of 02:44, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under GARCH diffusion model: an empirical study |
scientific article |
Statements
American option pricing under GARCH diffusion model: an empirical study (English)
0 references
15 September 2014
0 references
American option
0 references
efficient importance sampling
0 references
GARCH diffusion model
0 references
least-squares Monte Carlo
0 references
maximum likelihood
0 references
0 references
0 references
0 references
0 references
0 references
