GARCH option pricing: A semiparametric approach (Q938035): Difference between revisions
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Revision as of 01:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH option pricing: A semiparametric approach |
scientific article |
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GARCH option pricing: A semiparametric approach (English)
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18 August 2008
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option pricing
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GARCH
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extended Girsanov principle
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Esscher transform
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kernel density estimator
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semiparametric pricing
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