Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724): Difference between revisions
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Revision as of 06:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with non-Gaussian scaling and infinite-state switching volatility |
scientific article |
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Option pricing with non-Gaussian scaling and infinite-state switching volatility (English)
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8 June 2015
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option pricing
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anomalous scaling
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Markov switching
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GARCH
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