Empirical Martingale Simulation for Asset Prices (Q2784025)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Martingale Simulation for Asset Prices |
scientific article |
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Empirical Martingale Simulation for Asset Prices (English)
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1998
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martingale
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option pricing
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Monte Carlo simulation
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GARCH
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Asian options
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