Option pricing with conditional GARCH models (Q2028829)
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scientific article; zbMATH DE number 7354058
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with conditional GARCH models |
scientific article; zbMATH DE number 7354058 |
Statements
Option pricing with conditional GARCH models (English)
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3 June 2021
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pricing
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GARCH models
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closed form solutions
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Markov chains
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non-normality
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0.9326918
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0.9311041
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0.9275568
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0.9250804
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0.92085254
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0.9175625
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0.91502845
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