Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with non-Gaussian scaling and infinite-state switching volatility |
scientific article |
Statements
Option pricing with non-Gaussian scaling and infinite-state switching volatility (English)
0 references
8 June 2015
0 references
option pricing
0 references
anomalous scaling
0 references
Markov switching
0 references
GARCH
0 references
0 references
0 references
