Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530): Difference between revisions
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Revision as of 14:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothly truncated stable distributions, GARCH-models, and option pricing |
scientific article |
Statements
Smoothly truncated stable distributions, GARCH-models, and option pricing (English)
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6 July 2009
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incomplete financial markets
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discrete-time models
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non-Gaussian GARCH models
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option pricing
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