Model-based pricing for financial derivatives (Q2347719)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Model-based pricing for financial derivatives |
scientific article; zbMATH DE number 6443573
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model-based pricing for financial derivatives |
scientific article; zbMATH DE number 6443573 |
Statements
Model-based pricing for financial derivatives (English)
0 references
8 June 2015
0 references
NGARCH
0 references
EGARCH and GJR models
0 references
non-normal innovation
0 references
option valuation
0 references
risk neutralized measure
0 references
volatility skew
0 references
0 references
0 references
0.7524023056030273
0 references
0.7522153854370117
0 references
0.74837327003479
0 references
