A modified empirical martingale simulation for financial derivative pricing (Q2815364)
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scientific article; zbMATH DE number 6599053
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| English | A modified empirical martingale simulation for financial derivative pricing |
scientific article; zbMATH DE number 6599053 |
Statements
A Modified Empirical Martingale Simulation for Financial Derivative Pricing (English)
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28 June 2016
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empirical martingale simulation
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GARCH
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option pricing
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0.8586950302124023
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0.8258191347122192
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0.8200242519378662
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0.8000116348266602
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0.7956150770187378
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