Option pricing with conditional GARCH models (Q2028829): Difference between revisions
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Revision as of 23:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with conditional GARCH models |
scientific article |
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Option pricing with conditional GARCH models (English)
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3 June 2021
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pricing
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GARCH models
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closed form solutions
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Markov chains
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non-normality
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