An option pricing formula for the GARCH diffusion model (Q957204): Difference between revisions
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Latest revision as of 09:56, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An option pricing formula for the GARCH diffusion model |
scientific article |
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An option pricing formula for the GARCH diffusion model (English)
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26 November 2008
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option pricing
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stochastic volatility models
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implied volatility
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Monte Carlo methods
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