Option Pricing in ARCH-type Models (Q4213030): Difference between revisions

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Latest revision as of 01:39, 20 March 2024

scientific article; zbMATH DE number 1208361
Language Label Description Also known as
English
Option Pricing in ARCH-type Models
scientific article; zbMATH DE number 1208361

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    Option Pricing in ARCH-type Models (English)
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    5 May 1999
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    option pricing
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    no arbitrage
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    ARCH models
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    financial time series
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