Pricing of triggered financial products in the ARIMA model with time-varying volatility (Q3307142)
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scientific article; zbMATH DE number 7234353
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| English | Pricing of triggered financial products in the ARIMA model with time-varying volatility |
scientific article; zbMATH DE number 7234353 |
Statements
12 August 2020
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triggered financial products
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time-varying volatility
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ARIMA model
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number of effective simulations
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0.7808684706687927
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0.7118691802024841
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0.7013748288154602
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0.6956537961959839
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0.6892215609550476
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