Dynamic Programming Approach for Valuing Options in the GARCH Model (Q3117795): Difference between revisions
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Revision as of 09:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Programming Approach for Valuing Options in the GARCH Model |
scientific article |
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Dynamic Programming Approach for Valuing Options in the GARCH Model (English)
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1 March 2012
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dynamic programming
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finance asset pricing
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Markov infinite state
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