American option pricing under GARCH diffusion model: an empirical study (Q741895): Difference between revisions
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Revision as of 14:33, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | American option pricing under GARCH diffusion model: an empirical study |
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American option pricing under GARCH diffusion model: an empirical study (English)
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15 September 2014
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American option
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efficient importance sampling
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GARCH diffusion model
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least-squares Monte Carlo
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maximum likelihood
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