Option Valuation with Normal Mixture GARCH Models (Q3574718)

From MaRDI portal
Revision as of 01:51, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Option Valuation with Normal Mixture GARCH Models
scientific article

    Statements

    title
    Option Valuation with Normal Mixture GARCH Models (English)
    0 references
    author
    Reg J. Kulperger
    0 references
    Emese Lazar
    0 references
    Alexandru M. Badescu
    0 references
    publication date
    2 July 2010
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    62M10
    0 references
    91G70
    0 references
    62P05
    0 references
    zbMATH DE Number
    5729867
    0 references
    OpenAlex ID
    W2008711664
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3574718&oldid=32873376"
    Powered by MediaWiki