American option pricing under GARCH with non-normal innovations (Q2331384)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under GARCH with non-normal innovations |
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American option pricing under GARCH with non-normal innovations (English)
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29 October 2019
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American options
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GARCH
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Johnson distribution
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quadrature
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