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scientific article; zbMATH DE number 6796357
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scientific article; zbMATH DE number 6796357

    Statements

    author
    Meng Hao
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    Ziping Du
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    publication date
    20 October 2017
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    zbMATH Keywords
    GARCH model
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    generalized hyperbolic distribution
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    Monte Carlo method
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    option pricing
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    91G20
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    zbMATH DE Number
    6796357
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