Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530): Difference between revisions

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+Stationarity of GARCH processes and of some nonnegative time series
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+THE GARCH OPTION PRICING MODEL
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+Augmented GARCH\((p,q)\) process and its diffusion limit
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+Asymptotic Distribution of the EMS Option Price Estimator
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+Empirical Martingale Simulation for Asset Prices
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+A GARCH option pricing model with \(\alpha\)-stable innovations
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+Q4905685
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+An empirical comparison of GARCH option pricing models
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+Q4301585
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