GARCH option pricing models with Meixner innovations (Q1710580)
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scientific article; zbMATH DE number 7005223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | GARCH option pricing models with Meixner innovations |
scientific article; zbMATH DE number 7005223 |
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GARCH option pricing models with Meixner innovations (English)
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23 January 2019
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GARCH models
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Meixner distribution
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Esscher transform
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option pricing
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0.8310797214508057
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0.8288663029670715
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0.8084766864776611
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0.8071221709251404
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0.8023568987846375
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