Option pricing with realistic ARCH processes (Q2879018)
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scientific article; zbMATH DE number 6340759
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing with realistic ARCH processes |
scientific article; zbMATH DE number 6340759 |
Statements
Option pricing with realistic ARCH processes (English)
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5 September 2014
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option pricing
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implied volatility
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ARCH process
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Student innovations
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long memory volatility
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SP500 European options
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0.7788044214248657
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0.7515789270401001
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0.7406681180000305
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0.7400528192520142
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0.7294792532920837
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