Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826): Difference between revisions
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Revision as of 21:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical study of Nikkei 225 options with the Markov switching GARCH model |
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Empirical study of Nikkei 225 options with the Markov switching GARCH model (English)
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30 March 2011
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Markov switching GARCH model
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Monte Carlo simulation
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Nikkei 225 options
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risk-neutrality
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variance reduction technique
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