The GARCH-stable option pricing model (Q1600540)
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scientific article; zbMATH DE number 1755438
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| default for all languages | No label defined |
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| English | The GARCH-stable option pricing model |
scientific article; zbMATH DE number 1755438 |
Statements
The GARCH-stable option pricing model (English)
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13 June 2002
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option pricing
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GARCH-stable processes
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stable distributions
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locally risk-neutral valuation
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0.9071857333183287
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0.8485187292098999
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0.8456020951271057
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0.8449020981788635
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