GARCH option pricing models with Meixner innovations (Q1710580)

From MaRDI portal
Revision as of 15:35, 29 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q1776031)
scientific article
Language Label Description Also known as
English
GARCH option pricing models with Meixner innovations
scientific article

    Statements

    title
    GARCH option pricing models with Meixner innovations (English)
    0 references
    publication date
    23 January 2019
    0 references
    zbMATH Keywords
    GARCH models
    0 references
    Meixner distribution
    0 references
    Esscher transform
    0 references
    option pricing
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62P05
    0 references
    62M10
    0 references
    zbMATH DE Number
    7005223
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1710580&oldid=23903680"
    Powered by MediaWiki