Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588)
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scientific article; zbMATH DE number 7023666
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| default for all languages | No label defined |
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| English | Option pricing with ARIMA-GARCH models of underlying asset returns |
scientific article; zbMATH DE number 7023666 |
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Option pricing with ARIMA-GARCH models of underlying asset returns (English)
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14 February 2019
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ARIMA-GARCH model
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0.7898330688476562
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0.778326153755188
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0.76377272605896
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0.758829653263092
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0.7547371983528137
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