Option valuation with conditional skewness (Q292018)
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scientific article; zbMATH DE number 6591967
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option valuation with conditional skewness |
scientific article; zbMATH DE number 6591967 |
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Option valuation with conditional skewness (English)
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10 June 2016
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GARCH
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out-of-sample
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jumps
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discrete-time model
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continuous-time limit
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0.88362086
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0.8706323
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0.86954874
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0.86471903
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0.8564273
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0.8557813
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0.8514727
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0.8509135
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