Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536)
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scientific article; zbMATH DE number 6250077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing for GARCH-type models with generalized hyperbolic innovations |
scientific article; zbMATH DE number 6250077 |
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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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0.8467135429382324
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0.8449020981788635
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0.8351523876190186
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0.8310797214508057
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0.821885883808136
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