Pricing volatility options via the lattice algorithm (Q2935449)
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scientific article; zbMATH DE number 6382794
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| English | Pricing volatility options via the lattice algorithm |
scientific article; zbMATH DE number 6382794 |
Statements
30 December 2014
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volatility option
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lattice algorithm
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GARCH option model
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convergence
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0.789430558681488
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0.7869555354118347
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0.7753468751907349
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0.7581143975257874
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0.756569504737854
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