THE GARCH OPTION PRICING MODEL (Q3125789): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE GARCH OPTION PRICING MODEL |
scientific article |
Statements
THE GARCH OPTION PRICING MODEL (English)
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20 March 1997
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GARCH process
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heteroskedasticity
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pricing measure
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option pricing
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delta formula
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Black-Scholes model
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