Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588)

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Option pricing with ARIMA-GARCH models of underlying asset returns
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    title
    Option pricing with ARIMA-GARCH models of underlying asset returns (English)
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    author
    D. S. Ogneva
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    D. Yu. Golembiovskii
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    publication date
    14 February 2019
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    Mathematics Subject Classification ID
    62P05
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    91B84
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    91G20
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    zbMATH DE Number
    7023666
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    zbMATH Keywords
    ARIMA-GARCH model
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    OpenAlex ID
    W2901050095
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