Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing for GARCH-type models with generalized hyperbolic innovations |
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Option pricing for GARCH-type models with generalized hyperbolic innovations (English)
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24 January 2014
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GARCH models
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non-Gaussian option pricing
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option pricing via simulation
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modeling asset price dynamics
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