Pricing claims under GARCH-level dependent interest rate processes (Q3114752)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing claims under GARCH-level dependent interest rate processes |
scientific article; zbMATH DE number 6007367
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing claims under GARCH-level dependent interest rate processes |
scientific article; zbMATH DE number 6007367 |
Statements
Pricing Claims Under GARCH-Level Dependent Interest Rate Processes (English)
0 references
19 February 2012
0 references
option pricing
0 references
GARCH processes
0 references
interest rate claims
0 references
0.7722446918487549
0 references
0.7601003050804138
0 references
0.7527860403060913
0 references
0.7506928443908691
0 references
